Man Funds VI plc

Man Funds VI plc

(An Investment Company with Variable Capital) Semi-Annual Report and Unaudited Financial Statements for the six month period ended 30 June 2018

Man Funds VI plc

Fund and Class of Shares ISIN

Man GLG European Alpha Alternative Class DN EUR IE00B4YLN521Man GLG European Alpha Alternative Class DN H GBP IE00B4YLN745Man GLG European Alpha Alternative Class DN H USD IE00B4YLMY47Man GLG European Alpha Alternative Class IN EUR IE00B3VHWQ03Man GLG European Alpha Alternative Class IN H GBP IE00B3VHX450Man GLG European Alpha Alternative Class IN H USD IE00B3VHWN71Man GLG European Alpha Alternative Class INU EUR IE00BD3DX301

Man GLG Alpha Select Alternative Class DL GBP IE00B60K3800Man GLG Alpha Select Alternative Class DL H EUR IE00B5ZNKR51Man GLG Alpha Select Alternative Class DL H USD IE00B6116G19Man GLG Alpha Select Alternative Class IL GBP IE00B60S2G54Man GLG Alpha Select Alternative Class IL GBP Dist IE00BF2WQN35Man GLG Alpha Select Alternative Class IL H EUR IE00B3LJVG97Man GLG Alpha Select Alternative Class IL H EUR Dist IE00BF2WQM28Man GLG Alpha Select Alternative Class IL H SEK IE00B57XDM94Man GLG Alpha Select Alternative Class IL H USD IE00B5ZN3H63Man GLG Alpha Select Alternative Class IL H USD Dist IE00BF2WQP58Man GLG Alpha Select Alternative Class IL U GBP IE00BYQG5598

Man GLG European Equity Alternative Class DN EUR IE00B5591813Man GLG European Equity Alternative Class DN H CHF IE00B3N8Z959Man GLG European Equity Alternative Class DN H GBP IE00B50LJD33Man GLG European Equity Alternative Class DN H NOK IE00B5BGS293Man GLG European Equity Alternative Class DN H SEK IE00B664J889Man GLG European Equity Alternative Class DN H USD IE00B55G5T10Man GLG European Equity Alternative Class DN U EUR IE00BGBWYN70Man GLG European Equity Alternative Class IN EUR IE00B5429P46Man GLG European Equity Alternative Class IN H GBP IE00B501WY55Man GLG European Equity Alternative Class IN H SEK IE00B5MLB684Man GLG European Equity Alternative Class IN H USD IE00B54VK141Man GLG European Equity Alternative Class INU EUR IE00BYZCNV02Man GLG European Equity Alternative Class INZ EUR IE00BDRVT323Man GLG European Equity Alternative Class INZ EUR Dist IE00BZ607T67Man GLG European Equity Alternative Class INZ H CHF Dist IE00BZ607S50Man GLG European Equity Alternative Class INZ H GBP Dist IE00BZ607V89Man GLG European Equity Alternative Class INZ H USD IE00BDRVT430Man GLG European Equity Alternative Class INZ H USD Dist IE00BZ607W96

Man AHL Multi Strategy Alternative Class DN USD IE00BRJT7S37Man AHL Multi Strategy Alternative Class DN H EUR IE00BRJT7T44Man AHL Multi Strategy Alternative Class DN H GBP IE00BRJT7X89Man AHL Multi Strategy Alternative Class IN USD IE00BRJT8355Man AHL Multi Strategy Alternative Class IN H CHF IE00BRJT8579Man AHL Multi Strategy Alternative Class IN H EUR IE00BRJT8462Man AHL Multi Strategy Alternative Class IN H GBP IE00BRJT8793Man AHL Multi Strategy Alternative Class IN H SEK IE00BRJT8B35

Man AHL TargetRisk Class D USD IE00BRJT7498Man AHL TargetRisk Class D H CHF IE00BRJT7720Man AHL TargetRisk Class D H EUR IE00BRJT7613Man AHL TargetRisk Class D H SEK IE00BRJT7D83Man AHL TargetRisk Class I USD IE00BRJT7H22Man AHL TargetRisk Class I H CHF IE00BRJT7L67Man AHL TargetRisk Class I H EUR IE00BRJT7K50Man AHL TargetRisk Class I H GBP IE00BRJT7N81Man AHL TargetRisk Class I H JPY IE00BRJT7P06Man AHL TargetRisk Class I H SEK IE00BRJT7R20Man AHL TargetRisk Class INU USD IE00BDCY1W99

Man Funds VI plc


Man GLG European Mid-Cap Equity Alternative Class DN EUR IE00BWBSF561Man GLG European Mid-Cap Equity Alternative Class DN H USD IE00BWBSFF61Man GLG European Mid-Cap Equity Alternative Class DNY EUR IE00BWBSFG78Man GLG European Mid-Cap Equity Alternative Class IN EUR IE00BWBSFJ00Man GLG European Mid-Cap Equity Alternative Class IN F EUR IE00BYXWT366Man GLG European Mid-Cap Equity Alternative Class INF H GBP IE00BYXWT580Man GLG European Mid-Cap Equity Alternative Class INF H USD IE00BYXWT473Man GLG European Mid-Cap Equity Alternative Class IN H GBP IE00BWBSFM39Man GLG European Mid-Cap Equity Alternative Class IN H SEK IE00BWBSFQ76Man GLG European Mid-Cap Equity Alternative Class IN H USD IE00BWBSFV20

Man Numeric Market Neutral Alternative Class DN USD IE00BV0LMF80Man Numeric Market Neutral Alternative Class DN H EUR IE00BV0LMK34Man Numeric Market Neutral Alternative Class IN USD IE00BV0LMV49Man Numeric Market Neutral Alternative Class IN H EUR IE00BV0LMZ86Man Numeric Market Neutral Alternative Class IN H SEK IE00BV0LN226Man Numeric Market Neutral Alternative Class INU H EUR IE00BDQZFD78Man Numeric Market Neutral Alternative Class INU H GBP Dist IE00BD5HC111Man Numeric Market Neutral Alternative Class INU USD IE00BDQZFC61

Man GLG Unconstrained Emerging Equity Class D C USD IE00BYM0KL61Man GLG Unconstrained Emerging Equity Class DF C EUR IE00BYM0KM78Man GLG Unconstrained Emerging Equity Class DF C USD IE00BYM0KR24Man GLG Unconstrained Emerging Equity Class I C SEK IE00BYM0LB39Man GLG Unconstrained Emerging Equity Class I C USD IE00BYM0LD52Man GLG Unconstrained Emerging Equity Class IF C EUR IE00BYM0LF76Man GLG Unconstrained Emerging Equity Class IF C GBP IE00BYM0LG83Man GLG Unconstrained Emerging Equity Class IF C SEK IE00BYM0LJ15Man GLG Unconstrained Emerging Equity Class IF C USD IE00BYM0LK20

Man GLG Global Emerging Markets Debt Total Return Class D USD IE00BD3B6K23Man GLG Global Emerging Markets Debt Total Return Class D H CHF IE00BYXPSM70Man GLG Global Emerging Markets Debt Total Return Class D H EUR IE00BD3B9479Man GLG Global Emerging Markets Debt Total Return Class D H GBP IE00BD3B6H93Man GLG Global Emerging Markets Debt Total Return Class D H NOK IE00BZCGN561Man GLG Global Emerging Markets Debt Total Return Class DL USD IE00BD3B9693Man GLG Global Emerging Markets Debt Total Return Class DL H EUR IE00BD3B9586Man GLG Global Emerging Markets Debt Total Return Class DMF USD IE00BD8GLB82Man GLG Global Emerging Markets Debt Total Return Class DMF H EUR IE00BD8GL969Man GLG Global Emerging Markets Debt Total Return Class DR USD Dist IE00BYXQ8195Man GLG Global Emerging Markets Debt Total Return Class DY USD IE00BD37M462Man GLG Global Emerging Markets Debt Total Return Class DY H EUR IE00BF20KP72Man GLG Global Emerging Markets Debt Total Return Class I USD IE00BD3B6F79Man GLG Global Emerging Markets Debt Total Return Class I USD Dist IE00BYWC7X35Man GLG Global Emerging Markets Debt Total Return Class I H AUD IE00BYVW6714Man GLG Global Emerging Markets Debt Total Return Class I H CHF IE00BD37M355Man GLG Global Emerging Markets Debt Total Return Class I H EUR IE00BD3B6B32Man GLG Global Emerging Markets Debt Total Return Class I H EUR Dist IE00BDB77545Man GLG Global Emerging Markets Debt Total Return Class I H GBP IE00BD3B6C49Man GLG Global Emerging Markets Debt Total Return Class I H SEK IE00BD3B6D55Man GLG Global Emerging Markets Debt Total Return Class IL USD IE00BD3B9362Man GLG Global Emerging Markets Debt Total Return Class IL H EUR IE00BD3B6G86Man GLG Global Emerging Markets Debt Total Return Class IMF USD IE00BYZJRM02Man GLG Global Emerging Markets Debt Total Return Class IMF USD Dist IE00BYXZ2Y79Man GLG Global Emerging Markets Debt Total Return Class IMF H EUR IE00BD6GFC99Man GLG Global Emerging Markets Debt Total Return Class IMF H EUR Dist IE00BDB77768Man GLG Global Emerging Markets Debt Total Return Class IMF H GBP Dist IE00BD8GLC99

Man Funds VI plc


Man GLG Innovation Equity Alternative Class DN USD IE00BDRKSX26Man GLG Innovation Equity Alternative Class DNF USD IE00BDRKSZ40Man GLG Innovation Equity Alternative Class DNF H EUR IE00BDRKSY33Man GLG Innovation Equity Alternative Class DN H CHF IE00BDRKSS72Man GLG Innovation Equity Alternative Class DN H EUR IE00BDRKST89Man GLG Innovation Equity Alternative Class IN USD IE00BDRKT516Man GLG Innovation Equity Alternative Class INF USD IE00BDRKT730Man GLG Innovation Equity Alternative Class INF H EUR IE00BDRKT623Man GLG Innovation Equity Alternative Class INF H GBP IE00BYX7RF96Man GLG Innovation Equity Alternative Class IN H CHF IE00BDRKT060Man GLG Innovation Equity Alternative Class IN H EUR IE00BDRKT177Man GLG Innovation Equity Alternative Class IN H GBP IE00BDRKT284Man GLG Innovation Equity Alternative Class IN H SEK IE00BDRKT409Man GLG Innovation Equity Alternative Class INU H EUR IE00BFZ18L99Man GLG Innovation Equity Alternative Class INU H GBP IE00BYP55G81

Man NewSmith UK Equity Alternative Class IN GBP IE00BYX0F760Man NewSmith UK Equity Alternative Class IX E GBP IE00BYX0FH61Man NewSmith UK Equity Alternative Class IX H JPY IE00BYX0FK90

Man Alternative Style Risk Premia Class D USD IE00BF52FP54Man Alternative Style Risk Premia Class I USD IE00BF52FK00Man Alternative Style Risk Premia Class I H CHF IE00BF52FF56Man Alternative Style Risk Premia Class I H EUR IE00BF52FG63Man Alternative Style Risk Premia Class I H GBP IE00BF52FH70Man Alternative Style Risk Premia Class I H JPY IE00BD3HVN80Man Alternative Style Risk Premia Class I H SEK IE00BF52FJ94Man Alternative Style Risk Premia Class INU H EUR IE00BD5FCH16

Man Funds VI plc Table of contents

1

Page

Directory 2

Investment Managers’ Report 3

Directors’ report 19

Unaudited statement of financial position 27

Unaudited statement of changes in net assets 35

Unaudited statement of comprehensive income 39

Unaudited statement of cash flows 47

Condensed notes to the unaudited financial statements 54

Supplementary information 222 Unaudited reporting requirement in respect of the Securities Financing Transactions Regulation 223

Unaudited schedule of investments: Man GLG European Alpha Alternative 107 Man GLG Alpha Select Alternative 111 Man GLG European Equity Alternative 115 Man AHL Multi Strategy Alternative 136 Man AHL TargetRisk 176 Man GLG European Mid-Cap Equity Alternative 180 Man Numeric Market Neutral Alternative 184 Man GLG Unconstrained Emerging Equity 188 Man GLG Global Emerging Markets Debt Total Return 192 Man GLG Innovation Equity Alternative 197 Man NewSmith UK Equity Alternative 201 Man Alternative Style Risk Premia 204 Unaudited statements of significant purchases and sales: Man GLG European Alpha Alternative 209 Man GLG Alpha Select Alternative 210 Man GLG European Equity Alternative 211 Man GLG Global Equity Alternative 212 Man AHL Multi Strategy Alternative 213 Man AHL TargetRisk 214 Man GLG European Mid-Cap Equity Alternative 215 Man Numeric Market Neutral Alternative 216 Man GLG Unconstrained Emerging Equity 217 Man GLG Global Emerging Markets Debt Total Return 218 Man GLG Innovation Equity Alternative 219 Man NewSmith UK Equity Alternative 220 Man Alternative Style Risk Premia 221

Man Funds VI plc

Directory

2

Board of Directors: Ronan Daly (British citizen, Irish resident) Eric Fortier (Canadian) John Morton (British) Bronwyn Wright (Irish)

Secretary and Registered Office: Matsack Trust Limited, 70 Sir John Rogerson’s Quay, Dublin 2, Ireland Investment Manager and Distributor in relation to the Man GLG Portfolios: GLG Partners LP, Riverbank House, 2 Swan Lane, London EC4R 3AD, England

Manager: Man Asset Management (Ireland) Limited 70 Sir John Rogerson’s Quay, Dublin 2, Ireland

Depositary: BNY Mellon Trust Company (Ireland) Limited, One Dockland Central, Guild Street, IFSC, Dublin 1, Ireland

Investment Manager in relation to the Man AHL Portfolios: AHL Partners LLP, Riverbank House, 2 Swan Lane, London EC4R 3AD, England

Legal Advisers as to matters of Irish law: Matheson, 70 Sir John Rogerson’s Quay, Dublin 2, Ireland Independent Auditor: Ernst & Young, Chartered Accountants, Ernst & Young Building, Harcourt Centre, Harcourt Street, Dublin 2, Ireland

Investment Manager in relation to the Man Numeric Portfolios*: Numeric Investors LLC, 200 Pier 4 Boulevard, 5th Floor, Boston, MA 02210, United States of America

Investment Manager in relation to the Man Solutions Portfolios: Man Solutions Limited, Riverbank House, 2 Swan Lane, London EC4R 3AD, England

Sponsoring Irish Stockbroker: Matheson, 70 Sir John Rogerson’s Quay, Dublin 2, Ireland

Distributor in relation to the Portfolios: Man Investments AG, Huobstrasse 3, 8808 Pfäffikon SZ, Switzerland

Swiss Representative: Man Investments AG, Huobstrasse 3, 8808 Pfäffikon SZ, Switzerland

Swiss Paying Agent: Credit Suisse AG, Paradeplatz 8, CH-8001 Zürich, Switzerland

Administrator: BNY Mellon Fund Services (Ireland) Designated Activity Company, One Dockland Central, Guild Street, IFSC, Dublin 1, Ireland

*Effective from 26 June 2018 the address of Investment Manager in relation to the Man Numeric Portfolios has been changed. A detailed list of investments purchased and sold during the period is available upon request from the registered office of the Fund free of charge.

Man Funds VI plc

Investment Managers’ Report

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Man GLG European Alpha Alternative – Semi - Annual Report Commentary Market review Global equity markets started 2018 strongly as improving global economic growth and US corporate tax cuts buoyed investor confidence. However, following this period of strong equity gains, markets reversed direction in February due to a perceived weakness in the rally, inflation concerns and a bout of price volatility. Investors also became increasingly unnerved by President Trump’s trade policy towards America’s major trade partners, leading to another equity sell-off in March and sustained weakness throughout the rest of the period. In addition to trade tensions, Europe saw a return of political uncertainties, such as the formation of a governing body by the anti-migrant League and anti-establishment populist Five Star movement in Italy. These political events re-ignited investors’ concerns and pushed the market lower with the Euro Stoxx 600, an index comprised of the 600 largest companies in Europe and a bell-weather for European stock market performance, falling 2.4% during the first half. Strategy review Man GLG European Alpha Alternative IN EUR delivered a net performance of +5.3%1 during H1 2018. Over 90% of the strategy’s performance was generated by stock specific drivers. The top three positive contributions emanated from:

1. Ambu – Performance was driven by strong results and the revelation that management expect a full suite of devices for Gastrointestinal by 2020.

2. Tesco – Delivered consensus beating Fiscal Year results, greater detail on their revenue aspiration for Booker and then a particularly strong first trading update post the Booker merger.

3. Teleperformance – Handsomely beat forecasts with their Q1 results and went onto announce an acquisition that the market looked upon highly favourably.

The three largest detractors to performance were:

1. Sainsbury’s – Detracted from portfolio performance somewhat but provided a hedge (i.e. it offset some risk) to our Tesco Long2 .

2. Rubis – The group released a weak set of results due to the US sanctions imposed on Iran, and an inability to extract produce via Turkey. This marked a turn in the earnings revision trend.

3. Pearson – While Pearson detracted from portfolio performance slightly, it provided the portfolio with a factor hedge against its UK and momentum exposure (factors are big, persistent return drivers that are evident across global markets – for example, Value, Momentum and Quality are all factors). However, the group went onto produce a reassuring set of numbers during a period when many investors in this area are concerned with the sector’s growth prospects.

Market and Fund outlook We tend not to take market views, although we like to remain attuned to market trends so as to enable an understanding of risks in the portfolio and appropriately size positions. Furthermore, we also tend to believe that political events are nothing more than noise and so tend to discard these. That being said, we are conscious that we may be approaching the end of the investment cycle. This does compel us to become more defensive with our portfolio positioning. Against this, there are a number of elements that enrich the environment for us:

1. A substantial increase in inter-sector dispersion (the gap between the best and worst performing stocks in a sector). 2. A rise in volatility which has forced the reduction of the funds' gross exposure (gross exposure equals the value of both a

fund’s long and short positions). 3. Rising investor fear. 4. The inadvertent consequences of MIFID II (Markets in Financial Instruments Directive).

All in all, we believe this environment lends itself particularly well to the strategy's ability to perform.

1 Performance data is shown net of fees with income reinvested, and does not take into account sales and redemption charges where such costs are applicable. Returns are calculated net of 1.25% management fees and 20% performance fees. Other share classes may charge higher fees. 2 Buying a security with the expectation that it may increase in value The organisations and/or financial instruments mentioned are for reference purposes only. The content of this material should not be construed as a recommendation for their purchase or sale.

Man Funds VI plc

Investment Managers’ Report (continued)

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Man GLG Alpha Select Alternative – Semi - Annual Report Commentary Market Update Global equity markets started 2018 strongly as improving global economic growth and US corporate tax cuts buoyed investor confidence. However, following this period of strong equity gains, markets reversed direction in February due to a perceived weakness in the rally, inflation concerns and a bout of price volatility. Investors also became increasingly unnerved by President Trump’s trade policy towards America’s major trade partners, leading to another equity sell-off in March and sustained weakness throughout the rest of the period. In addition to trade tensions, Europe saw a return of political uncertainties, such as the formation of a governing body by the anti-migrant League and anti-establishment populist Five Star movement in Italy. These political events re-ignited investors’ concerns and pushed the market lower. In the UK, Brexit negotiations have been frustrating in their lack of obvious progress. If the issues of the Irish border, customs union and migration could be resolved there is the potential for further meaningful progress, however this is proving challenging. Ironically, the issue has as much to do with the UK finding it impossible to agree on the best united approach to this issue to present to the European negotiators as it is about the European negotiators being unwilling to engage. A disorderly Brexit remains unappealing to both negotiating teams. This is even more so in Europe now that there are a number of political cracks appearing (Italy, Spain and Germany have all had to deal with domestic political instability during 2018) as well as dealing with the US being more aggressive on terms of trade. We continue to believe that the process will take longer than the market expects but that the likelihood of a disorderly Brexit is limited by the above. Fund update The fund delivered a positive return of 4.7% (Man GLG Alpha Select Alternative IL GBP, net of fees) during the first half of 2018. A key stock within the Fund during this period was Informa. We believe that the market has underestimated the improvements that the current management team has made to the core Informa business and also the potential merits of the UBM acquisition. We anticipate that the acquisition of UBM should improve the growth rate of Informa, the synergies should accelerate profit growth and we believe the combined entity should rerate given the higher exposure to the events industry. Despite some initial scepticism surrounding the deal, further education from company management on how the deal benefits shareholders, as well as a solid first quarter trading statement, helped propel the stock higher. Another key stock in the fund during H1 was Tesco. We have been holding onto Tesco as we believe that earnings expectations have troughed and sales are showing favourable momentum. On top of this, we also believe that the recently closed Booker deal has compelling industrial logic and brings best in class management to Tesco. The market reacted positively to the second quarter results, reaffirming to us that not only is the management’s plan on track, but that there is further evidence regarding the material growth opportunity that Booker opens up for the group. Another significant holding over the period was Royal Dutch Shell and during the period we shifted the Fund’s commodity exposure away from mining towards oil as we believed that the lower costs and improving returns on capital would be positive for the share prices of oil companies. We also thought it was return on capital and free cash flow generation that was key for the performance of oil companies, not just the oil price, and we believed the market had not reflected this as efficiently in the energy sector as it had done in the mining sector. The Fund’s gross exposure increased from 133% to 176% over the course of the first quarter as we increased exposure to some of our highest conviction ideas and also added to some positions as a result of higher conviction after full year results. However, gross exposure was reduced from 176% to 138% in the second quarter, as a result of profit-taking in some positions and our more cautious outlook. This was especially the case in the Fund’s financial exposure where a number of issues combined with strong performance meant that the risk reward in many of these positions deteriorated significantly. Looking ahead, the issues facing global markets have become more numerous and wide-ranging over the period. Trade tensions have increased, geopolitical tensions have escalated (particularly in Europe) and some market dynamics, such as the pressure on credit spreads, make us more cautious. The Fund currently has limited directional exposure to these issues and reduced gross exposure, as we expect volatility to remain elevated.

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5

Man GLG European Equity Alternative – Semi - Annual Report Commentary Overview In the first six months of 2018, equity markets rose amid a backdrop of increased volatility and broadly supportive economic data. The Strategy delivered strong performance in the first month of 2018. This was followed by negative performance in February as a result of a dramatic increase in volatility. A strong US inflation reading led to growing concern that the US Federal Reserve would raise interest rates at a faster pace. While the Strategy initially handled the first few days of volatility well, it did experience losses in its space during the correction (when the market falls more than 10% from previous highs). Equity markets eventually bounced back from the correction and the Strategy produced strong performance in March. Geopolitical headlines in April, particularly those regarding the trade war between the US and China, created an uncertain environment that proved to be challenging for the Strategy. During this period, we adhered to the Fund’s portfolio construction discipline by maintaining strict market neutrality and managing other factor exposures tightly. As a result, losses during this period were primarily driven by picking the wrong stocks rather than any issues with risk management. While the Strategy recovered in May and performed well despite the political risk unleashed by the inconclusive Italian election, June proved to be another difficult month for the Strategy. Performance The Man GLG European Equity Alternative Fund (the ‘Fund’) ended the first half of the year up 2.37 %1 net of fees. Looking at the underlying book returns, we saw strong contributions from UK Core (+90bp), Europe Breakout (+82bp) and Mining (+70bp). Returns from specific risk once again dominated the contributions from Europe Breakout and Mining, while UK Core saw returns driven by a combination of industry and specific risk. The top performer, UK Core, found success with its short book year to date. The Europe Breakout book contributed to stock specific returns with a long position (a security that is bought with the expectation it will rise in value over time) in Tele performance following the announcement of a substantial acquisition. Finally, Mining’s long position in BHP Billiton produced strong performance in the first half of the year. We also saw strong contributions from our Europe Midcap and Risk Arb books year to date. On the negative side, our Event Driven (-78bps) and Industrials US (-60bps) managers found the market environment challenging. Industrials US saw a long position in Knight-Swift Transport perform poorly after it warned in April of its struggle to recruit and retain drivers in a tight US labour market. Meanwhile Event Driven lost money on a long position in Akorn Inc after a broken merger agreement. Turning to factor attribution (how much performance can be explained from Barra defined exposures2), our returns from Specific risk were strong year to date and were the primary driver of the Fund’s return. The Fund also benefited from modest contribution from Industry risk, Country, and, Style risk factors. Looking ahead As we start the second half of 2018, we are highly optimistic about the prospects for the Man GLG European Equity Alternative Fund. We are excited about the ongoing enhancements to the European Long Short platform and the addition of new talent to the portfolio management team.

1 Performance data is shown net of fees for the Man GLG European Equity Alternative IN EUR with income reinvested, and does not take into account sales and redemption charges where such costs are applicable. Returns are calculated net of 2% management fees 20%. Other share classes may charge higher fees 2 Based on Barra Risk Factor analysis, a multi-factor model used to measure risk in investment portfolios.

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Man GLG European Mid-Cap Equity Alternative – Semi - Annual Report Commentary Global Equity Markets provided a mixed backdrop for investors in the first half of 2018. In spite of a strong start in January (where we saw the third highest return in January for the MSCI All Country World Index since data began), February and March were much more turbulent months. In February investors were unnerved by a sharper than expected tick up in US Consumer Price Index and global inflation data and more hawkish comments from the Federal Reserve (the US central bank). In March we had the result of the Italian election where we saw the mainstream centre party cede voting share to the non-mainstream, more populist parties whilst the US President Trump announced a potential trade tariff on Chinese goods, resulting in a response by China of a potential retaliation. During the second quarter markets muddled through in spite of heightened geopolitical tensions between US and North Korea at the start of the quarter and increased concerns over protectionism. Economic Surprise indices (indices which look at macro-economic data outcomes relative to expectations) moved into clear negative territory especially in Europe where economic growth rates decelerated sequentially. We also saw sustained higher oil prices in spite of increasing quotas from OPEC (Organization of the Petroleum Exporting Countries). Meanwhile in the UK, with less than 270 days to go until the Brexit deadline, little progress appears to have been made towards an agreement and there is now increased political uncertainty over the very survival of the government in the near term. During the period we took an incremental step to increase stock specific exposure by adding style hedges such as price momentum, most shorted and size indices to the Fund. These are products that have been created by banks and index providers that have specific characteristics that we can use to help to neutralise these exposures in the fund. Overall, the style hedges on the Fund represent less than 5% of the Fund. We have also maintained our country hedges in France and Italy where we are short indices to neutralize the country exposure. The net market exposure also remains low at -2% (3% end of last year). The gross exposure of the fund has also come down from 148% in the end of last year to 120% in June. This is a reflection of profit taking post a period of strong performance, and a degree of increased cautiousness given the recent market volatility. During the first half of the year the Fund increased by 4.26% (net of fees)1 . The Stoxx Europe Mid 200 Index (MCXP) increased by 1.5% in Euros (declined by 1.4% in Dollars). The primary positive contributors to stock specific returns were the long position in French listed contact centre company Teleperformance (strong results and accretive acquisitions) and a short position in a listed postal operator (major profit warning in its recent US acquisition). We were also a significant beneficiary of M&A activity in three long positions in the fund: UK listed Exhibitions Company UBM (acquired by Informa plc), UK and Irish listed packaging company Smurfit Kappa (approached by International Paper) and UK listed online classified company ZPG (acquired by private equity). The primary negative contributors to stock specific returns were the long position in Italian listed cable manufacturer Prysmian (Italian election, contract write down), a short holding in a listed hearing aids manufacturer (upgraded guidance on audio and consumer devices business) and a short position in a UK listed education products and services company (relief rally on no further profit warnings). Many of the fund’s sector themes that we have written about previously are still valid including long positions in distribution companies and exhibitions and events businesses and short positions in supermarkets and bricks and mortar retailers and property companies. We have also held structural short positions for the last 18 months in automotive suppliers – specifically companies whose products have significant exposure to the internal combustion engine (ICE) as the transition to electrification gains pace. The Fund was a significant beneficiary from the weakness in these companies and, although we remain net short, we have recently taken profits on weakness. We have also recently entered into a new long position in the space, the German supplier Hella, where we believe the potential from increased LED penetration in cars is underappreciated by the market (both in headlamps and in interior and body lights) and the electronics business is also better than perceived. We continue to believe our asset class is becoming increasingly inefficient. This is because of the structural changes that are taking place within the Equity Research functions of banks which means there are fewer analysts researching companies in the Mid Cap (companies whose market value of their outstanding shares is between €500 million and €10 billion) space. We believe that the introduction of the MIFID 2 is accelerating these changes and that this represents an ongoing opportunity for us. Finally, during the period, we announced the promotion of Louise Pugh as a portfolio manager for the European Mid-Cap Equity Alternative Strategy. Louise continues to report to Moni Sternbach, strategy portfolio manager and Head of European Mid-Cap Equities. We also announced the appointment of Brentley Campbell as an analyst within the European Mid-Cap Equities team, working alongside Moni Sternbach and Louise Pugh.

1 Performance data is shown net of fees for the IN H USD share class with income reinvested, and does not take into account sales and redemption charges where such costs are applicable. Returns are calculated net of 1% management fees and 20% performance fees. Other share classes may charge higher fees

Man Funds VI plc


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Man GLG Unconstrained Emerging Equity – Semi - Annual Report Commentary Market Summary

1H2018 marked not only a weak absolute performance for Emerging Markets (‘EM’), but also a significant underperformance of developed markets as measured by the MSCI World Index. This weak performance in EM is, we believe, the result of the factors below: - US dollar strength and a continued tightening of US monetary policy, which has traditionally been punitive for EM and which

has created an environment of global risk aversion. - The threat to global trade represented by the announcement of US tariffs on China . EM is traditionally

positively correlated to movements in world trade. - A slight slowdown in the Chinese economy, with notably decelerations in credit creation and the housing market. - Political uncertainty in various other EM’s, notably in various degrees in Russia, Turkey, Mexico, Brazil and Argentina. Key Positions The Fund’s investment style can be characterised as ‘valuation opportunities in long-term winners’, meaning that the fund managers seek out investment opportunities in businesses with good growth prospects and the ability to finance that growth through internal cash flow and solid balance sheets, but whose shares are in our view undervalued. Thus the average return on invested capital of the companies in the Fund is significantly higher than that of the benchmark, but on average they have less debt and produce more cash-flow than the companies in the benchmark. These investments are made across a concentrated portfolio that comprised 49 companies at the end of the period, with the five largest positions being Check Point Software (security software, Israel), Indiabulls and ICICI (both financial services, India), Hollysys (engineering, China) and Moscow Exchange (stock exchange, Russia). The largest country allocation at the end of the period was to China (20.6% of the Fund), followed by India (15.7% of the Fund). During 1H2018, the Fund maintained its commitment to socially-responsible investment in EM, excluding shares in tobacco producers and producers of military hardware, publishing the fund’s carbon footprint and its record of voting and other engagement with management. Furthermore, the managers joined a working group of the Emerging Markets Investors’ Alliance, an non-profit organisation committed to promoting socially-responsible investment. Market and Fund outlook The fund managers do not anticipate that the difficult market conditions of 1H18 will necessarily prevail. Outflows from emerging markets have become extreme and EM currencies have already declined markedly – classic signs of capitulation. At the same time, the majority of EM current accounts remain healthy in our view. Valuations in EM appear to us to be particularly attractive when adjusted for the cyclically low level of earnings in emerging markets. Thus, we remain fundamentally optimistic that investment in good emerging market companies at today’s depressed prices should prove rewarding to the long-term investor. Risks do remain, however – most notably a continuation of dollar strength and a worsening of the nascent US ‘trade war’. In these circumstances, the fund managers feel that the portfolio, with its emphasis on cashflow and on long-term winners, should be well placed to withstand the worst of any fall-out. The fund managers also anticipate that at some stage the narrowness of EM stock markets described above may reverse. The managers have seen such periods before and their experience is that such periods of intense style concentration could create certain contrarian opportunities to reinforce positions in existing position which appear to us ‘out of favour’. This could possibly create opportunities to add relative value for a fund which is prepared to deviate substantially from the index. The fund managers remain positive on the opportunities of investment in a variety of EM markets. Performance Summary The Fund’s unit price declined by 10.0% (IF share class, USD, net of fees) over the first half of 2018. By comparison, the fund’s benchmark, the MSCI Emerging Markets TR index, declined by 6.7% (USD). This underperformance needs, in our view, to be seen in the context of a market whose breadth has become increasingly narrow. Thus, the equal-weighted version of the same MSCI Emerging Markets index lost 10.2% in USD over the same period – in other words, larger-weighted stocks in the index continued their significant outperformance of the index of the last 24 months. Given the Fund’s clear style as non-benchmarked, concentrated and with a bias to mid-cap companies (the fund has almost 60% of NAV in companies with market cap more than $2.5bn and less than $12.5bn) it is of little surprise that this market style has penalised the Fund’s relative performance.

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Man GLG Global Emerging Markets Debt Total Return – Semi - Annual Report Commentary Market Review The first half of 2018, particularly the 2nd quarter, brought renewed world trade tensions and heightened political uncertainty in Europe, which combined with more hawkish tone from global central banks, fostered a risk-off sentiment and a stronger USD. Consequently, after receiving inflows of USD23.9bn in 2018 Q1, Emerging Markets (EM) bond funds recorded outflows of USD -3.1bn in 2018 Q2.1 2

The volatility in EM financial markets surged considerably as the year progressed and vulnerabilities in some EM external balances started to be tested by a strengthening US dollar and elevated US Treasury yields. In addition to Argentina and Turkey that had already been under pressure in May, South Africa, Indonesia and Brazil were caught in the cross-fire in June. All in all, in 2018 H1, the 50/50 Blend (comprised of 50% JPM EMBIG and 50% of JPM GBI-EM GD) was down by -5.8%, as JPM GBI-EM GD and JPM EMBIG returned -6.4% and -5.2%, respectively.3 4

The Local Currency (LC) correction was led by the Foreign Exchange (FX) component (-6.4%), while local rates corrected -3.0% as JPM GBI-EM GD yield increased +0.45% to 6.6%, which was only partially offset by carry return (+3.0%).5 6Country wise, Argentina (-37%) and Turkey (-25%) were JPM GBI-EM GD bottom performers in the period, while Colombia (+4.2%), Mexico (+3.5%) and Malaysia (+0.7%) were the top performers and the only countries to record a positive return in the period.7

In Hard Currency (HC), the JPM EMBIG yield increased by 1.19% to 6.7%, while its spread widened by +0.77% to 3.88%8 9The investment grade segment (-3.6%) outperformed its, less liquid, high yield counterpart (-7.59%). EM HC debt supply had been keeping pace with last year’s record issuance, but stalled in June amidst ongoing market volatility.10 The segment presenting the biggest contraction was high yield (-25% YoY in 2018 H1), while investment grade was more stable (-7% YoY in 2018 H1).

Outlook

Country risk, across both developed and emerging markets, could remain high over the next coming months, with overall market liquidity prone to be tested. While trade tensions and the associate risk to global growth, particularly in China, may also linger for quite some time. Moreover, as the supply of US Treasuries increases throughout the curve (expected for 2018 H2 and 2019 if deficits rise and the Fed portfolio runoff reaches its maximum pace) we anticipate renewed pressure on yields and a likely increase in the steepness of the US yield curve.11

EM currencies experienced the brunt of the recent adjustment to the external shock posed by the tightening in the global liquidity conditions. We believe credit spreads and interest rates could lead the next leg of a correction.

In HC, spreads have corrected from the very stretched levels of a couple of months ago, and are currently trading just above the average for the last five years. However, given how managers are still exposed to the less liquid segments of the asset class (frontier markets and high yield corporates) and as the tightening of global financial conditions continues to unfold, we would expect spreads to widen to, at least, one standard deviation wide of this five-year average.12 13 14

1 In 2018H1 EM bond funds cumulative inflows of USD 20.8bn were split into +USD6.9bn in Hard Currency (HC) and USD13.9bn in Local Currency (LC). Source: EPFR Global, J.P. Morgan and Bloomberg, as of July 12, 2018. 2 Risk-on risk-off is an investment setting in which price behaviour responds to changes in investor risk tolerance. It refers to changes in investment activity in response to global economic patterns. During periods when risk is perceived as low, the risk-on risk-off theory states that investors tend to engage in higher-risk investments; conversely, when risk is perceived to be high, investors have the tendency to gravitate toward lower-risk investments. 3 The External accounts of a country are in balance, when the current account is neither excessively positive nor excessively negative. A current account deficit means that a country must rely on foreign direct investment, borrow money from abroad or use its international reserves to make up the difference. 4 JP Morgan Government Bond Index Emerging Market Global Diversified (JPM GBI-EM GD) and JP Morgan Emerging Market Bond Index Global (JPM EMBIG) were used as a measurement of performance in EMD local currency and hard currency markets, respectively. The ‘Blend’, was used as a measurement of performance for the EMD asset class overall. 5 Yield: effective annual rate of return, expressed as a percentage. For the J.P. Morgan Government Bond Index body of data, yields are all calculated as yield-to-maturity, which is the discount rate that the present value of future payments equals the price of the security. 6 Carry Return, is the return of the ‘J.P. Morgan GBI-EM Global Div Interest Return’ index. The return of this index is based on changes in accrued interest. 7 Local Currency, generally means investments made in government bonds that are denominated in local currencies of EM countries rather than U.S. dollars. The result is that in addition to the price movement of the underlying bond, the value of the investment is affected by currency fluctuations -- the rise or fall of the foreign currency/U.S dollar exchange rate. 8 Hard Currency: investments made in securities issued by EM sovereign or quasi-sovereign denominated in hard currency, in this case the U.S. dollar. 9 Spread measures the credit risk premium over US Treasury bonds. Spread over Treasury is simply the difference between the Yield to Maturity of the Bond and the Yield to Maturity of the corresponding point on the US Treasury spot curve. 10 USD264bn in 2018H1 versus USD310bn in 2017H1. Includes emerging market sovereign and corporate bonds with issue sizes of US$300mm or more. Source: Bloomberg, as of June 30, 2018. 11 We expect the US treasury to increase the net issuance of long term treasuries by about USD350 billion in the second half of the year. 12 Frontier Market or Next Generation Market, means USD-denominated debt issued by sovereign and quasi sovereign from next generation issuers. Next Generation Markets are smaller, less liquid population of emerging market economies, where investment opportunities in the external debt market are limited relative to the larger emerging economies countries where external debt issuance is frequent and large. 13 High Yield Corporates: Corporate bond issues that are rated below investment rate, that is they are rated BB, B, CCC or lower. 14 The standard deviation is a statistic that measures the dispersion of a dataset relative to its mean and is calculated as the square root of the variance. It is calculated as the square root of variance by determining the variation between each data point relative to the mean. If the data points are further from the mean, there is higher deviation within the data set; thus, the more spread out the data, the higher the standard deviation. In finance, standard deviation is a statistical measurement; when applied to the annual rate of return of an investment, it sheds light on the historical volatility of that investment. The greater the standard deviation of a security, the greater the variance between each price and the mean, which shows a larger price range.

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Man GLG Global Emerging Markets Debt Total Return – Semi - Annual Report Commentary (continued) Outlook: In LC, we believe central banks may raise rates to contain FX volatility and keep local bonds markets competitive enough to attract the required foreign capital to fund their current account deficits15.Regarding EM currencies we believe that over the coming weeks we could see speculative positions in EM currencies go shorter (ie go longer USD) and real money positions go from still long beta to neutral. We would expect at that point to be moving into long currency territory in our fund. Fund Activity: In the first half of 2018 we maintained a conservative positioning in the portfolio, however as EM FX corrected in May we gradually reduced our EM FX short to close June at -2%, versus the shorts of -5% and -22% at the end of May and April, respectively.16 The FX exposure of the fund was comprised of a long to ARS (+7.8%) and short to IDR (-4.9%) and COP (-4.8%). In May, taking advantage of the sell-off we unwound the shorts to Brazilian Real (BRL), EUR and South African Rand (ZAR).17The long ARS position was set up in May in light of the monetary policy changes in the country and more attractive valuation.18 We believe that the combination of ARS depreciation in real terms, high carry, expected improvement in the trade balance dynamics and the Central Bank management of the ARS bond maturities could help stabilize the Peso.19The COP short exposure was also added in May because the currency was among the most expensive in our universe from a valuation perspective, while the carry was among the lowest, and the performance of the external accounts on a trend basis was poor in spite of the fact that oil prices had been quite high (and at risk of falling).20Also, from a positioning perspective we viewed COP as one of the most crowded currencies. On local rates, the fund is still -0.5years short in local currency duration weighted exposure (DWE) to Brazil, because we expected the Central Bank to try and contain the BRL depreciation by raising rates.21 In HC, the DWE of the fund is 2.2 years (from which 2.1 years is via US Treasuries). The U.S. Treasury duration addition was done in June to bring the fund’s beta to UST closer to neutral after the recent widening in UST rates.22The short credit spread DWE of the Fund stands at -2.3 years via CDS protection in Brazil, South Africa, Indonesia, Malaysia, Argentina, Lebanon, Russia, Turkey, Saudi Arabia, Kazakhstan, and South Korea. The short credit spread DWE of the fund increased 0.4-years in 2018H1 as the reductions in the shorts to Argentina and Turkey were offset by the increase in the shorts to Brazil and Malaysia. We added to our credit short exposure in Brazil, as Brazil CDS had not moved in line with the correction of local markets and in light of our negative outlook on the country’s fundamentals. We think that substantial further market stress would be needed, especially as we are in a Presidential election year, to convince politicians to properly tackle the fiscal issue. In Malaysia fiscal balance and leverage came to the spotlight, following the surprise opposition coalition’s victory in Malaysia’s 14th General Election. We are concerned that their campaign pledges, notably the roll back of the Goods and Services Tax (GST), a critical source of government revenue, may have negative implications on the credit. The rising public sector debt level and the lack of clarity on the previous published debt data are another source of ongoing concerns.

Performance: In 2018 H1, the fund estimated gross and net (USD Institutional share class) returns were 2.67% and 2.19%, respectively, contrasting with the 50/50 Blend that was down by -5.84%.23The annualised volatility of its returns was 2.7%, representing 50% of the volatility of the Blend in the same period (5.5%), in line with its objective of trying to reduce the volatility normally associated with emerging markets. The major reason for the outperformance to the Blend was the defensive position of the portfolio. This is tandem with its investment process, which we believes means the strategy may be more likely to outperform traditional benchmarked approaches during selloffs (as beta risk is decreased in response to deterioration in valuations, positioning, and return expectations) and the recoveries that follow such selloffs.

15 A country's current account is one of the two components of its balance of payments, the other being the capital account. The current account consists of the balance of trade, net primary income or factor income (earnings on foreign investments minus payments made to foreign investors) and net cash transfers, that have taken place over a given period of time. 16 A short position occurs when the first currency is sold while the second currency is bought. To go short on a currency means that you sell it, with the expectation of for a decline in the market price. In the period the Fund had an overall net short exposure in EM currencies, as the sum of the long EM currency exposures of the fund was smaller than the sum of the short EM currency exposures. 17 ARS: Argentine peso, the official currency of Argentina. IDR: Indonesian rupiah, the official currency of the Republic of Indonesia. COP: Colombian peso, the official currency of the Republic of Colombia. 18 When a currency pair is long, the first currency is bought while the second currency is sold short. To go long on a currency means that you buy it, hoping that the price will rise. A long position is expressed in terms of the base currency. 19 Depreciation of the ARS in real terms means that the ARS has lost purchasing power versus the US dollar, in this case as a combination of nominal depreciation in the period and higher inflation in Argentina versus the U.S.A. 20 External account: alternative name for the balance of payments current account of a country. 21 Duration: Expressed in years and measures the sensitivity of a bond’s price to a change in interest rates. There is an inverse relationship between bond prices and interest rates. 22 Beta to UST is a measure of the risk arising from the movement of the U.S. Treasuries as opposed to idiosyncratic factors. 23 Man GLG Global Emerging Markets Debt Total Return Fund USD Institutional share class with ISIN: IE00BD3B6F79 and Bloomberg Ticker: MGLGIUS ID Equity. Performance data is shown net of fees with income reinvested, and does not take into account sales and redemption charges where such costs are applicable. Returns are calculated net of 0.75% management fees. Other share classes may charge higher fees

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Man GLG Global Emerging Markets Debt Total Return – Semi - Annual Report Commentary (continued) Performance (continued): The Fund’s HC, LC and cash/US Treasury, exposures contributed in +1.65%, -0.24% and +1.25% to the gross performance. In HC, the short credit spread exposures to Argentina, Brazil, Lebanon, Turkey and South Africa were the largest sources of positive returns, with the short exposure to Kazakhstan, Saudi Arabia, and South Korea being the only detractors from performance. In LC, the short exposures to the BRL and Brazilian rates, IDR, EUR and COP contributed positively to performance. The negative contribution coming from the longs to ARS (position added in May) and TRY (position added and closed in May) more than offset the previous impact

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Man GLG Innovation Equity Alternative – Semi - Annual Report Commentary Performance: The fund returned 1.22%1 during Jan ’18 to June ’18 which compares to the Equity Hedge fund index (HFRXEH Index) returning +0.24% over the same period. Contribution: The fund generated a solid return from sector selection (+1.63%) which was partly offset by a weaker than usual stock selection solely due to the short book, which saw one take-out and several short squeezes especially in the US mid-cap (companies whose market value of their outstanding shares is between USD 2 bn and USD 10 bn) space on a rotation back to domestic stocks. Our top three long stock selection contributors for the period were Amazon, Adobe and Ubisoft. While shorts have been tough, we have had strong stock selection shorts in the areas of payment hardware, display technologies and a online UK real estate play . Outlook: We are currently focused on the second quarter earnings period and seeking to take advantage of situations where we believe market expectations are missing fundamental changes at a company specific level be they product or business model innovation driven. We are selectively using options when appropriate to further isolate the event and to be more capitally efficient in driving outperformance during earnings season when our theses are often tested. Looking forward, there is a lot of discussion of bubble like conditions in some large and mega cap (companies whose market value of their outstanding shares is above USD 100 bn) secular growth US tech stocks2which have generally led the US market higher. This debate was easier to answer last year as stocks rose mainly on positive earnings revisions and some multiple expansion. So far this year we have seen the market leadership narrow and with a heavier move in multiple expansion. Along with trade tariff headlines and political uncertainty, we are actively managing risk. Nonetheless, having managed money before, during and after previous tech bubbles we will express our view that the absolute levels of valuation for most of these stocks (while elevated) remain far from previous bubble like multiples. In fact on some metrics like price/free cash flow, some of these same names still look cheap vs history. As a long short fund, We tend not to take market views, although we like to remain attuned to market trends so as to enable an understanding of risks in the portfolio and appropriately size positions. Positioning rotations3 remain an opportunity especially as we enter reporting season where stock specific factors should continue to dominate. This will be especially true of the many consensus short stocks that have seen significant squeezes YTD. Our strategy looks to monetise outperformance by focusing on areas where consensus expectations appear wrong both on the long book and the short book.

1 Performance data is shown net of fees for the IN USD with income reinvested, and does not take into account sales and redemption charges where such costs are applicable. Returns are calculated net of 1% management fees and 20% performance fees. Other share classes may charge higher fees. 2 A stock is considered secular when the associated company earnings remain constant regardless of other trends occurring within the market. 3 Sector rotation is the action of shifting investment assets from one sector of the economy to another. Sector rotation involves using the proceeds from the sale of securities related to a particular investment sector for the purchase of securities in another sector. Source for defintions : Investopedia

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Man NewSmith UK Equity Alternative – Semi - Annual Report Commentary For the half year ended 30th June 2018 the Fund produced a return of +1.08%1. During Q1 2018, the best performing sectors within the fund were Consumer Discretionary, Information Technology and Utilities and the worst performing sectors were Consumer Staples, Financials and Healthcare During Q2 2018, the best performing sectors within the fund were Energy, Materials and Financials and the worst performing sectors were Information Technology, Industrials and Consumer Staples. Equity markets have made little progress so far in calendar year 2018 despite the optimistic start to the year based on the consensus view of synchronised global economic growth and the tailwind from US tax cuts. Our cautious stance has been based on the rising downside risk to equity valuations as the cost of capital increases and monetary conditions tighten with US central bank interest rate increases and the reversal of Quantitative Easing, the process whereby a central bank introduces new money into the money supply to purchase assets. Whilst economic trends continue to look robust in the US, leading economic indicators have been somewhat disappointing in Europe & the UK. These are certain economic factors that are often thought to change before the rest of the economy begins to go in a particular direction. We look at aggregated leading indicator indices generated by investment banks. In addition politics in Southern Europe, the slow progress in Brexit negotiations and global free trade tensions have given cause for concern to financial markets. We continue to maintain risk levels within the Fund at low levels compared to history. The organisations and/or financial instruments mentioned are for reference purposes only. The content of this material should not be construed as a recommendation for their purchase or sale. For all the sub-funds past performance is not indicative of future results. Returns may increase or decrease as a result of currency fluctuations. Performance is net of all fees and is disclosed for the reporting share class. The value of an investment and any income derived from it can go down as well as up and investors may not get back their original amount invested. Alternative investments can involve significant additional risks. The limits and/or targets illustrate the Investment Manager’s current intentions, and are subject to change without notice. GLG Partners LP, Riverbank House, 2 Swan Lane, London EC4R 3AD, England July 2018* * The above Investment Manager’s reports are commentaries for the reporting period 1 January 2018 to 30 June 2018. They do not include or take account of any movements, returns or market information for subsequent periods.

1 Performance data is shown net of fees with income reinvested, and does not take into account sales and redemption charges where such costs are applicable. Returns are calculated net of 10% management fees and 20% performance fees.

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Man AHL Multi Strategy Alternative – Semi - Annual Report Commentary The first half of 2018 was dominated by very sharp reversals at the beginning of February as the pronounced run-up in equity markets gave way to a sudden sell-off. This caused significant losses, primarily amongst the momentum and technical models. However, since then, the fund has recovered steadily and made its way back into positive territory before the end of June. Three of five styles were positive over the period with cash equity and momentum trading similarly down but technical, volatility and fundamental models all positive. Cash equity models saw some regional dispersion with solid performance in Asia and Europe being overcome by losses in Japan and the US. In terms of individual models, value and quality models struggled so far this year whilst stock momentum models have performed well. Momentum models saw equity and currency positions, which were profitable in January, hit hard in February as one of the sharpest market reversals in recent times took hold. Models cut risk in response to the turmoil and, in the following months, established significant long-dollar positioning which proved profitable, although choppy equity markets continued to be a drag on performance. Technical trading was hit as hard as the momentum models in the February moves but has bounced back with more conviction to regain positive territory. The short-term models which were hit hardest have recovered consistently whilst the fixed-income relative value model was unaffected in February and has made persistent gains. Volatility trading weathered the turmoil early in the year well and then profited from the subsequent volatility premium. Options trading across equities, currencies and bonds were all profitable with only VIX futures trading proving a drag on performance. 24 Fundamental models were the top performers over the first half of the year as they rebounded from a tough January. Fixed income carry, currency carry, stock index relative value and fundamental currency models were all positive. Fundamental currency models performed best, boosted by some well-timed long-dollar positions.

The fund generates its positions using proprietary computer-based models designed to capture market inefficiencies. Cash equity models trade equities in a market-neutral framework. Momentum models trade futures and forwards using price-based predictors which generally profit from persistence of returns. Technical models encompass a broad range of predictors which exploit recurring patterns in prices and include some relative-value models. Volatility models trade options (and VIX futures) and can profit from both falls and rises in volatility but primarily target the premium between realised and implied volatility. Fundamental models trade futures and forwards using economic information and carry (predictors derived from forward term structures).

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Man AHL TargetRisk – Semi - Annual Report Commentary The Fund made a profit over the 6 months to 30th June 2018, with gains in commodities, fixed income and stocks despite minor losses in credit. The period started off as a continuation of 2017 with risk assets generally rising, accompanied by a low volatility environment. This all changed in the first week of February as volatility returned to markets with equities and other risky assets selling off. Markets remained volatile for the rest of the second half of the year as political tension and fears of a global trade war spread. The largest gains came from stocks where the Fund benefitted from a second quarter recovery in equity markets. The main positive contributing markets were the FTSE 100 Index, the NASDAQ 100 Index and the S&P 500 Index. Fixed income assets also fared well as investors moved their attention to safehaven instruments such as European and US government bonds following political fears in Italy. Gains came from positions in the UK, France and Germany. Commodities were also a profitable asset class being largely supported by a rally in crude oil prices. Positions in credit default swap indices1resulted in a negative return as credit spreads2 widened over the period, particularly in Europe. The organisations and/or financial instruments mentioned are for reference purposes only. The content of this material should not be construed as a recommendation for their purchase or sale. For all the sub-funds past performance is not indicative of future results. Returns may increase or decrease as a result of currency fluctuations. Performance is net of all fees and is disclosed for the reporting share class. The value of an investment and any income derived from it can go down as well as up and investors may not get back their original amount invested. Alternative investments can involve significant additional risks. The limits and/or targets illustrate the Investment Manager’s current intentions, and are subject to change without notice. AHL Partners LLP, Riverbank House, 2 Swan Lane, London EC4R 3AD, England July 2018* * The above Investment Manager’s reports are commentaries for the reporting period 1 January 2018 to 30 June 2018. They do not include or take account of any movements, returns or market information for subsequent periods.

1 A credit default swap index is a credit derivative used to hedge credit risk or to take a position on a basket of credit entities. Unlike a credit default swap, which is an over the counter credit derivative, a credit default swap index is a completely standardized credit security and may therefore be more liquid and trade at a smaller bid-offer spread. This means that it can be cheaper to hedge a portfolio of credit default swaps or bonds with a CDS index than it would be to buy many single name CDS to achieve a similar effect. Credit-default swap indexes are benchmarks for protecting investors owning bonds against default, and traders use them to speculate on changes in credit quality. 2Credit spreads refer to the price of a credit default swap index. As an example, if a credit default swap has a spread of 200.00 bp, or 2.00% it would mean you have to pay USD 2.00 per annum.

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Man Numeric Market Neutral Alternative – Semi - Annual Report Commentary Market Overview Global equity markets fell modestly during the first quarter, as the MSCI All Country World Index (MSCI ACWI) lost 1.0% in USD; however they rebounded during the second quarter, as the MSCI ACWI Index gained 0.6% in USD, though with significant currency moves and dispersion across all countries. While down from the first quarter’s elevated levels, volatility remained heightened as the Volatility Index (the “VIX”), commonly referred to as the “investor fear gauge”, averaged 15.3% during the second quarter, after averaging 11.1% through 2017 (and 17.4% during the first quarter of 2018). Underlying all of this was a general robust global growth environment with increased concerns over trade tensions and the prospective addition of several Emerging Market countries. During Q2, developed equities broke a five-quarter losing streak against Emerging Markets, as the MSCI World Index rose 1.7% while the MSCI Emerging Markets Index fell 8.0% in USD. The US Federal Reserve, which is the central banking system of the United States of America, raised interest rates for the seventh time this cycle, and expectations are for two more hikes this year. Growth stocks, stocks whose earnings are expected to potentially grow, continue to outperform value stocks, stocks whose fundamentals are solid however is priced below its peers, within the MSCI World Index. In fact, since the beginning of 2007, growth stocks have outperformed value stocks in the MSCI World Index in 34 out of 46 quarters (74%). This compares to value outperforming growth 57% of the prior 106 quarters (dating back to 1980). Over the past six quarters, value has underperformed growth by nearly 20%. The only two times we have seen that happen prior to this period were in early 2000 (which was followed by a significant value rebound) and 2008 (which was followed by a more muted value recovery). The market is showing a clear preference for growth, both at the sector level and the stock level. Performance Commentary For the six month period ending June 30, 2018, the Man Numeric Market Neutral Alternative Fund (the “Fund”) return was -1.69 net-of-fees. The fund is comprised of two complementary components: Diversified Market Neutral (“DMN”), which is Numeric’s value with a catalyst approach, and the Innovation Portfolio (“IP”), which is Numeric’s portfolio of our latest ideas. During this reporting period, DMN detracted from performance, while IP contributed to performance. Numeric seeks to add value through a fundamentally-driven, quantitative, bottom-up stock selection process. Stocks are selected based on the output of our quantitative investment models. The Diversified Market Neutral (DMN) component finished in negative territory year-to-date, as six of the eight strategies produced negative returns. Performance was positive in Emerging Markets and Europe. The primary detractor within DMN was Japan, with US large, US small, EAFE small, World, and Concentrated all detracting as well. Model returns were positive in Asia ex Japan and Emerging Markets, led by positive performance in Momentum, Value, and Quality. Model returns were slightly positive in EAFE Small and Europe, led by good performance in our Momentum model. Japan, US Large, and US Small, all had negative model performance, driven by poor performance from our Value model. The Innovation Portfolio component contributed to performance during the year. Overall, eight of the fifteen sleeves, which consist of Numeric’s latest ideas, produced positive returns, led by the Ecosystem Momentum (a strategy which seeks to exploit signals from the business network surrounding companies), Internet Activity (utilizes consumer search engine behavior as a leading indicator of business trends), and Sector Timing (a SPDR sector ETF timing strategy). The Country Timing (a country ETF timing strategy), Volatility Arbitrage (takes advantage of mispricing in the term structure of the Volatility Index (“VIX”) futures), and Bond Momentum (a strategy that aims to exploit information from the corporate bond market for trading stocks) components were the most significant detractors within the strategy for the year. The organisations and/or financial instruments mentioned are for reference purposes only. The content of this material should not be construed as a recommendation for their purchase or sale. For all the sub-funds past performance is not indicative of future results. Returns may increase or decrease as a result of currency fluctuations. Performance is net of all fees and is disclosed for the reporting share class. The value of an investment and any income derived from it can go down as well as up and investors may not get back their original amount invested. Alternative investments can involve significant additional risks. The limits and/or targets illustrate the Investment Manager’s current intentions, and are subject to change without notice. Numeric Investors LLC, 200 Pier 4 Boulevard, 5th Floor, Boston, MA 02210, United States of America July 2018* * The above Investment Manager’s reports are commentaries for the reporting period 1 January 2018 to 30 June 2018. They do not include or take account of any movements, returns or market information for subsequent periods.

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Man Alternative Style Risk Premia – Semi - Annual Report Commentary Market Summary The first half of 2018 began with a forceful rally in developed market equities and emerging market debt and equities (collectively known as “risk assets”) as major global indices raced to new highs. The early positive sentiment was disrupted in February in the wake of a higher wage inflation data in the US. This rattled markets, and caused the VIX index which measures the price of buying and selling options on the S&P 500 index to spike higher (including setting a record 1-day percentage move) and put several short volatility focused exchange traded funds out of business. Much of Q2 was dominated by news regarding the summit between US President Donald Trump and North Korea’s Kim Jong-un which culminated in a meeting in Singapore. Additionally, the challenges within Italy to form a working government as well as ongoing rhetoric and implementation of a US-China trade war put downward pressure on Italian bond prices and risk asset markets and led to a sharp rally in the US Dollar against most major currencies. Performance

The first half of 2018 saw the Fund post a negative return with February’s spike in US equity market volatility proving particularly challenging. Two notable changes to the Risk Premia product family were made in Q2: we added an Equity Quality (‘Quality’) trading strategy which takes long positions in cash generative companies and shorts companies with more speculative future cash-flows; and we created a combined Foreign Exchange (‘FX’) strategy called “FX Premia” to house all FX strategies . This initiative saw the introduction of a new FX Value strategy which is designed to trade currencies based on the theory that foreign exchange rates adjust to equalize the price of everyday products in different currencies. We also eliminated our allocations to the Developed and Emerging Markets (‘EM’) FX Carry strategies which exploited interest rate differentials between countries as these strategies tend to underperform when interest rates are unstable. This latter change was beneficial as EM currencies depreciated sharply in the second half of the period.

Our Momentum strategy which follows price trends in equity, fixed income and currency markets by buying and selling futures produced a loss. Solid gains were made in January on the heels of strong equity and short USD performance. The strategy gave back nearly all of these gains in February and struggled to gain meaningful traction in the following months. Our FX Premia strategy was flattish through June with Swedish krona shorts adding to performance and British pound longs detracting due to Brexit uncertainty. Our Volatility trading strategy which exploits the fact that futures on the VIX index tend to be overpriced by selling VIX futures on a regular basis, detracted in the first half of the year. Nearly all of the losses stemmed from the above mentioned volatility spike that occurred in February. Despite the fact that our models rapidly reduced our positions, the surge in the VIX index proved challenging to trade. Fixed Income was one of two positive performing strategies in June. The return produced from exploiting the fact that future interest rates tend to be overestimated by buying higher yielding longer maturity bond futures and selling futures in lower yielding shorter maturity bonds generated a negative return as the price of short duration bonds rose as a result of inflation fears. The return from exploiting 10-year bond yield differentials between countries was profitable with shorts in the US Treasury futures and longs in the French bond futures adding the most although we incurred losses from long positions in Italian bond futures in May.

Overall, our equity trading strategies were negative in the first half of 2018 with all but the Size strategy detracting. Our Equities model which takes long positions in low priced equities with positive earnings momentum and shorts expensive equities with negative earnings momentum produced negative returns as value factors as measured by the S&P Barra indices have struggled for the bulk of the year. The momentum component of the strategy helped to mitigate some of the losses but did not aid in June which was challenging due to a reversal in price momentum for widely held long and short positions. Our Low Beta and Quality strategies which take long positions in equities of defensive companies dragged on performance as trade tariffs imposed by the Trump administration in the second half of the period favoured cyclical technology names at the expense of defensive sectors. The bulk of our losses came from shorting expensive technology names that became even more expensive. Our only positive equity strategy was Size. Small caps continued to outperform large caps as protectionist policies benefitted local market firms at the expense of their larger international peers.

Outlook

Much of the research in the first half of the year was focused on the implementation of the new FX Premia and Quality sleeves. New research is currently focused on themes surrounding seasonality and how recurring patterns throughout the year can be harvested to generate returns. Another line of research revolves around potentially adding new content to the Fixed Income sleeve.

The organisations and/or financial instruments mentioned are for reference purposes only. The content of this material should not be construed as a recommendation for their purchase or sale.

For all the sub-funds past performance is not indicative of future results. Returns may increase or decrease as a result of currency fluctuations. Performance is net of all fees and is disclosed for the reporting share class. The value of an investment and any income derived from it can go down as well as up and investors may not get back their original amount invested. Alternative investments can involve significant additional risks.

The limits and/or targets illustrate the Investment Manager’s current intentions, and are subject to change without notice. Man Solutions Limited Riverbank House 2 Swan Lane London EC4R 3AD England July 2018* * The above Investment Manager’s reports are commentaries for the reporting period 1 January 2018 to 30 June 2018. They do not include or take account of any movements, returns or market information for subsequent periods.

Man Funds VI plc


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GLOSSARY Annualised Return An annualised total return is an average amount of money earned by an investment each year over a given time period. It is

calculated to show what an investor would earn over a period of time if the annual return was compounded.

Annualised Volatility Volatility is the rate and extent at which the price of a portfolio, security or index, moves up and down. If the price swings up

and down with large movements, it has high volatility. If the price moves more slowly and to a lesser extent, it has lower volatility. It is used as a measure of the riskiness of an investment. Annualised volatility is an average annual amount of volatility over a given time period.

Correlation A measure of the interdependence or strength of the relationship between two investments. A correlation of 1 means that the two investments are perfectly synchronised, -1 implies that they move in symmetrically opposite directions and 0 means no relationship between them.

Credit Default Swap (CDS)

A form of derivative between two parties, designed to transfer the credit risk of a bond. The buyer of the swap makes regular payments to the seller. In return, the seller agrees to pay off the underlying debt if there is a default on the bond (or reference bond). A CDS is considered insurance against non-payment and is also a tradable security. This allows a fund manager to take positions on a particular issuer or index, without owning the underlying security or securities.

Credit Rating (quality) A score awarded by an independent rating agency or group of agencies to indicate the financial strength of the issuer of a bond, and the potential for a default on interest and principal payments. For example, according to the S&P rating scheme the top credit rating is ‘AAA’. The lowest rating to be considered ‘investment grade’ is ‘BBB’. Below ‘BBB’, bonds are termed ‘sub investment grade’ or ‘high yield’. Where a bond is not rated, the rating of the legal entity has been used. Local currency ratings are derived from the long term, local currency rating of the relevant EM government. Includes securities used for cash management and duration hedging.

Debt Debt is inclusive of bonds, credit default swaps and interest rates swaps.

Duration Expressed in years and measures the sensitivity of a bond’s price to a change in interest rates. There is an inverse relationship between bond prices and interest rates.

Entry Charge The entry charge shown is a maximum figure and in some cases you might pay less. Please refer to your financial advisor or the distributor for the actual charges.

Expected Life Bonds with embedded options may be exercised prior to maturity, therefore the term may be shorter than the maturity of the

underlying bonds. The issuer / holder may choose to call or put the bond respectively during the market cycle as interest rates fluctuate. Issuers may wish to exercise callable bonds in order to lock in a lower rate of borrowing (reducing the cost of capital) or a holder of a puttable bond may exercise in order to invest in higher yielding issuance. Expected life takes account of bonds with embedded options and is the expected time before the embedded option is exercised. Includes only fixed income cash instruments and bond futures as well as securities used for cash management and duration hedging.

Exposure This refers to the part of a portfolio that is subject to the price movements of a specific security, sector, market or economic

variable. It is typically expressed as a percentage of the total portfolio, e.g. the portfolio has 10% exposure to the mining sector

External Debt Debt priced in a hard currency e.g. USD (not the currency of the issuer).

External/Local Duration The duration of external/local debt.

FX Forward An FX forward contract is an agreement to purchase or sell a set amount of a foreign currency at a specified price for

settlement at a predetermined time in the future.

Hard Currency Hard currency is a currency widely accepted around the world as a form of payment for goods and services. A hard currency

is expected to remain relatively stable through a short period of time, and to be highly liquid in foreign exchange markets. E.g. USD, EUR, GBP.

Information Ratio A ratio of portfolio returns above the excess returns of a benchmark (usually an index) to the volatility of those returns. The

ratio measures a portfolio manager’s ability to generate excess returns relative to a benchmark. Volatility is measured using tracking error.

Local Currency Debt priced in the currency of the emerging market issuing country. Also includes currency exposure obtained through FX forwards.

Local Rates Debt priced in the currency of the emerging market issuing country. This excludes currency exposure from FX forwards.

Maturity Maturity is the length of time before a financial instrument ends, after which it must either be renewed or it will cease to exist.

NAV The Net Asset Value (NAV) represents the value per share. It is calculated by dividing the total net asset value of the fund (the value of the fund’s assets less its liabilities) by the number of shares outstanding.

Man Funds VI plc


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GLOSSARY (continued)

Ongoing Charge Figure (OCF)

The OCF is based on expenses and may vary from year to year. It includes management fees but excludes performance fees (where applicable) and portfolio transaction costs, except in the case of an entry/exit charge paid by the Fund when buying or selling units in another sub-fund. The charges you pay are used to pay the costs of running the Fund, including the costs of marketing and distributing it. These charges reduce the potential growth of your investment.

Performance Fee The payment made to an Investment Manager if certain performance levels are achieved (often over and above any levels set out in the investment objective) within a set time period. Please refer to the fund’s prospectus for a complete description.

Quasi-Sovereign Debt Bonds issued by companies with implicit or explicit government backing. These bonds tend to be associated with state-backed commodity producers and are typically seen as a way to get exposure to the governments themselves.

Sharpe Ratio The Sharpe Ratio is a measure for calculating risk-adjusted return, and has become the industry standard for such calculations. The Sharpe Ratio is the average return earned in excess of the risk-free rate per unit of volatility or total risk. The higher the ratio the better, with a number greater than 1 usually considered good, a number greater than 2 considered very good and a ratio of 3 or higher considered excellent. As it is an absolute measure of risk-adjusted return, negative Sharpe Ratios can be misleading and are therefore shown as N/A.

Sovereign Debt Bonds issued by a national government in order to finance the growth and development of the issuing country.

Spread Duration The sensitivity of a security against changes in the credit spread. Credit spread is the difference between a particular rating and the reference government security. When there is a narrowing or widening in the credit spread the resultant price of the security changes.

Synthetic Risk & Reward Indicator (SRRI)

Featured on the Key Investor Information Document (KIID), the SRRI is a measure of the overall risk and reward profile of a fund. Funds are categorised on a scale from 1 to 7 where 1 is the lowest risk and 7 is the highest. Typically, the SRRI is derived from the volatility of past returns over a 5-year period. Investors should be aware the indicator is based on historical data and may not be a reliable indication of the future risk profile of the Fund. The lowest category does not mean risk free.

Tracking Error Tracking error is a measure of the divergence between a portfolio's returns and the benchmark or index against which it is managed.

Yield to Maturity Yield to maturity (YTM) is the total return anticipated on a bond if the bond is held until the end of its lifetime. Yield to maturity is considered a long- term bond yield expressed as an annual rate, coupons are assumed to be reinvested at the same rate. This takes into account the change in yield should the issuer have the desire and the ability to retire the debt prior to maturity.

YTD Year-to-date.

RISK GLOSSARY

Market Risk The Fund is subject to normal market fluctuations and the risks associated with investing in international securities markets. Therefore, the value of your investment and the income from it may rise as well as fall and you may not get back the amount originally invested.

Counterparty Risk The Fund will be exposed to credit risk on counterparties with which it trades in relation to on-exchange traded instruments such as futures and options and where applicable, 'over-the-counter' ("OTC","non-exchange") transactions. OTC instruments may also be less liquid and are not afforded the same protections that may apply to participants trading instruments on an organised exchange.

Currency Risk The value of investments designated in another currency may rise and fall due to exchange rate fluctuations. Adverse movements in currency exchange rates may result in a decrease in return and a loss of capital. It may not be possible or practicable to successfully hedge against the currency risk exposure in all circumstances.

Liquidity Risk The Fund may make investments or hold trading positions in markets that are volatile and which may become illiquid. Timely and cost efficient sale of trading positions can be impaired by decreased trading volume and/or increased price volatility.

Financial Derivatives Instruments

The Fund will invest financial derivative instruments ("FDI") (instruments whose prices are dependent on one or more underlying asset) to achieve its investment objective. The use of FDI involves additional risks such as high sensitivity to price movements of the asset on which it is based. The extensive use of FDI may significantly multiply the gains or losses.

Leverage Risk The Fund's use of FDI may result in increased leverage which may lead to significant losses.

Emerging Markets The Fund may invest a significant proportion of its assets in securities with exposure to emerging markets which involve additional risks relating to matters such as the illiquidity of securities and the potentially volatile nature of markets not typically associated with investing in other more established economies or markets.

Non-Investment Grade Securities

The Fund may invest a significant proportion of its assets in non-investment grade securities (such as "high yield" securities) are considered higher risk investments that may cause income and principal losses for the Fund. They are instruments which credit agencies have given a rating which indicates a higher risk of default. The market values for high yield bonds and other instruments tend to be volatile and they are less liquid than investment grade securities.

A complete description of risks is set out in the Fund's prospectus.

Man Funds VI plc Directors’ report For the six month period ended 30 June 2018

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The Directors of Man Funds VI plc (the “Fund”) herewith submit their report together with the unaudited financial statements for the six month period ended 30 June 2018. Principal activities and review of the development of the business The Fund was incorporated as an investment company with variable capital under the laws of Ireland as a public limited company on 28 November 2007 under registration number 449860. The Fund has been authorised by the Central Bank of Ireland (the “Central Bank”) as an Undertaking for Collective Investment in Transferable Securities (“UCITS”), pursuant to the European Communities (Undertakings for Collective Investment in Transferable Securities) Regulations, 2011 (as amended), (the “UCITS Regulations”) and Central Bank (Supervision and Enforcement) Act 2013 (Section 48(1)) (Undertakings for Collective Investment in Transferable Securities) Regulations 2015 (the "Central Bank UCITS Regulations"). The Fund is structured as an umbrella fund with segregated liability between sub-funds (each a “Portfolio”) and as at 30 June 2018 the Fund was comprised of nineteen Portfolios: Man GLG European Alpha Alternative, Man GLG Alpha Select Alternative, Man GLG European Equity Alternative, Man GLG Financials Alternative (ceased operations on 2 March 2015), Man GLG Global Equity Alternative, Man GLG European Alpha Alternative Enhanced, Man GLG Cred-Eq Alternative, Man GLG European Mid-Cap Equity Alternative, Man GLG Unconstrained Emerging Equity, Man GLG Global Emerging Markets Debt Total Return, Man GLG Innovation Equity Alternative, Man GLG Global Fundamental Equity, Man AHL Multi Strategy Alternative, Man AHL Directional Equities Alternative, Man AHL TargetRisk, Man AHL Volatility Alternative, Man NewSmith UK Equity Alternative, Man Alternative Style Risk Premia and Man Numeric Market Neutral Alternative. As at 30 June 2018 there were twelve Portfolios in operation: Man GLG European Alpha Alternative, Man GLG Alpha Select Alternative, Man GLG European Equity Alternative, Man AHL Multi Strategy Alternative, Man AHL TargetRisk, Man GLG European Mid-Cap Equity Alternative, Man Numeric Market Neutral Alternative, Man GLG Unconstrained Emerging Equity, Man GLG Global Emerging Markets Debt Total Return, Man GLG Innovation Equity Alternative, Man NewSmith UK Equity Alternative and Man Alternative Style Risk Premia. Results for the period and state of affairs at 30 June 2018 For a detailed commentary on the results for the period and the state of affairs of the Fund at 30 June 2018 see the Investment Manager’s Report, the unaudited statements of financial position, the unaudited statements of comprehensive income and the unaudited portfolio statements. At the period end the Fund’s Net Assets Attributable to Redeemable Participating Shareholders (the “Shareholders”) amounted to €57,351,574 for Man GLG European Alpha Alternative (31 December 2017: €64,890,816), £624,267,984 for Man GLG Alpha Select Alternative (31 December 2017: £209,754,211), €1,125,814,293 for Man GLG European Equity Alternative (31 December 2017: €676,833,006), €Nil for Man GLG Global Equity Alternative (31 December 2017: €10,812,917), US$99,577,298 for Man AHL Multi Strategy Alternative (31 December 2017: US$163,240,918), US$564,324,153 for Man AHL TargetRisk (31 December 2017: US$139,121,466), €651,075,325 for Man GLG European Mid-Cap Equity Alternative (31 December 2017: €510,919,233), US$202,408,301 for Man Numeric Market Neutral Alternative (31 December 2017: US$312,182,601), US$80,829,593 for Man GLG Unconstrained Emerging Equity (31 December 2017: US$106,962,123), US$3,217,349,392 for Man GLG Global Emerging Markets Debt Total Return (31 December 2017: US$3,228,553,651), US$353,750,271 for Man GLG Innovation Equity Alternative (31 December 2017: US$157,624,464), £108,865,883 for Man NewSmith UK Equity Alternative (31 December 2017: £105,754,567) and US$171,260,630 for Man Alternative Style Risk Premia (31 December 2017: US$33,823,632) for All Classes of Redeemable Participating Shares are together known as the “Redeemable Participating Shares” or “Shares”. The returns of the classes of each sub-fund for the period end are disclosed in the tables below: Funds and Classes 30 June 2018 31 December 2017Man GLG European Alpha AlternativeClass DN EUR 5.29% 0.48%Class DN H GBP 5.35% 1.18%Class DN H USD 6.16% 2.41%Class IN EUR 5.26% 1.19%Class IN H GBP 5.89% 2.05%Class IN H USD 5.97% 2.69%Class INU EUR 5.26% 1.46%

Man GLG Alpha Select AlternativeClass DL GBP 4.39% 14.51%Class DL H EUR 3.80% 13.77%Class DL H SEK n/a 13.22%Class DL H USD 5.03% 15.59%Class IL GBP 4.70% 15.04%Class IL GBP Dist* 2.05% n/aClass IL H EUR 4.11% 14.27%Class IL H EUR Dist* 2.84% n/aClass IL H SEK 4.14% 14.11%Class IL H USD 5.35% 16.06%Class IL H USD Dist* 2.44% n/aClass IL U GBP 4.71% 14.90%

Man Funds VI plc Directors’ report (continued) For the six month period ended 30 June 2018

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Results for the period and state of affairs as at 30 June 2018 (continued) Funds and Classes 30 June 2018 31 December 2017Man GLG European Equity AlternativeClass DN EUR 1.94% 5.31%Class DN H CHF 1.88% 5.42%Class DN H GBP 2.59% 6.15%Class DN H NOK 2.50% 6.22%Class DN H SEK 1.95% 4.78%Class DN H SGD n/a 6.26%Class DN H USD 3.13% 7.15%Class DN U EUR* (0.63%) n/aClass IN EUR 2.37% 5.86%Class IN H GBP 2.90% 6.33%Class IN H NOK n/a 6.71%Class IN H SEK 2.24% 5.60%Class IN H USD 3.39% 7.45%Class INU EUR* (1.10%) n/aClass INZ EUR 2.72% 5.12%Class INZ EUR Dist 2.67% 0.00%Class INZ H CHF Dist 1.87% 0.50%Class INZ H GBP Dist 2.07% 1.93%Class INZ H USD 3.76% 6.71%Class INZ H USD Dist 3.23% 0.54%Class IXN H GBP n/a 2.09%

Man GLG Global Equity Alternative##Class DN EUR# 0.51% 4.88%Class DN H CHF n/a 5.10%Class DN H USD# 0.53% 6.32%Class IN EUR# 0.50% 4.92%Class IN H USD# 0.56% 6.22%

Man GLG Cred-Eq AlternativeClass DN EUR n/a (4.76%)Class DN H USD n/a (4.12%)Class IN EUR n/a (4.38%)Class IN H USD n/a (3.69%)

Man AHL Multi Strategy AlternativeClass DN USD 0.42% 3.19%Class DN H EUR (0.74%) 1.17%Class DN H GBP (0.25%) 2.37%Class DN H SEK n/a 1.27%Class IN USD 0.72% 3.49%Class IN H CHF (0.57%) (0.42%)Class IN H EUR (0.37%) 2.24%Class IN H GBP (0.03%) 2.51%Class IN H SEK (0.35%) 1.72%

Man AHL TargetRiskClass D USD 2.39% 17.14%Class D H CHF 0.92% 7.65%Class D H EUR 1.02% 15.24%Class D H SEK 0.81% 14.58%Class I USD 2.77% 18.01%Class I H CHF 1.29% 10.41%Class I H EUR 1.51% 16.02%Class I H GBP 2.02% 16.78%Class I H JPY 1.69% 0.58%Class I H SEK 1.33% 15.60%Class INU USD* 4.68% n/a


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Results for the period and state of affairs as at 30 June 2018 (continued)

Funds and Classes 30 June 2018 31 December 2017Man AHL Volatility AlternativeClass DN USD n/a 4.60%Class IN USD n/a 5.74%Class IN H EUR n/a 2.69%

Man GLG European Mid-Cap Equity AlternativeClass DN EUR 3.26% 3.72%Class DN H SEK n/a 3.74%Class DN H USD 4.26% 5.49%Class DNY EUR 3.15% 3.55%Class IN EUR 3.62% 4.30%Class IN F EUR 4.00% 4.94%Class INF H CHF n/a 1.54%Class INF H GBP 4.60% 5.69%Class INF H USD 5.16% 6.86%Class IN H CHF n/a 3.71%Class IN H GBP 4.02% 5.05%Class IN H SEK 3.65% 4.39%Class IN H USD 4.54% 6.13%

Man Numeric Market Neutral AlternativeClass DN USD (2.06%) (3.58%)Class DN H EUR (3.32%) (5.51%)Class DN H NOK n/a (4.35%)Class DN H SEK n/a (5.36%)Class IN USD (1.69%) (2.85%)Class IN H CHF n/a (4.57%)Class IN H EUR (2.97%) (4.77%)Class IN H NOK n/a (3.79%)Class IN H SEK (2.74%) (4.98%)Class INU USD (1.51%) (2.52%)Class INU H EUR (2.78%) (4.37%)Class INU H GBP Dist (2.23%) (3.47%)

Man GLG Unconstrained Emerging EquityClass D C SEK n/a 19.37%Class D C USD (10.35%) 32.71%Class DF C EUR (6.59%) 5.46%Class DF C NOK n/a 26.08%Class DF C SEK n/a 19.38%Class DF C USD (10.26%) 32.90%Class I C SEK (1.70%) 20.33%Class I C USD (10.02%) 33.65%Class IF C EUR (7.38%) 17.60%Class IF C GBP (7.71%) 22.27%Class IF C NOK n/a 27.19%Class IF C SEK (1.66%) 20.73%Class IF C USD (9.85%) 32.08%


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Funds and Classes 30 June 2018 31 December 2017Man GLG Global Emerging Markets Debt Total ReturnClass D USD 1.80% 1.57%Class D USD Dist n/a (1.78%)Class D H CHF 0.32% (2.67%)Class D H EUR 0.54% (0.64%)Class D H GBP 1.07% 0.55%Class D H NOK 1.21% 0.71%Class D H SEK n/a (0.62%)Class DL USD 1.88% (0.92%)Class DL H EUR 0.49% (0.57%)Class DMF USD 1.92% 1.49%Class DMF H EUR 0.67% (0.92%)Class DR USD Dist 1.54% (1.02%)Class DY USD 1.68% 1.32%Class DY H EUR 0.47% (1.71%)Class I USD 2.19% 2.33%Class I USD Dist 1.57% (0.43%)Class I H AUD* 3.22% n/aClass I H CHF 0.71% (0.16%)Class I H EUR 0.90% 0.30%Class I H EUR Dist (0.23%) (1.02%)Class I H GBP 1.45% 1.14%Class I H NOK n/a 1.43%Class I H SEK 1.03% 0.17%Class IL USD 2.35% 2.19%Class IL H EUR 1.00% 0.18%Class IMF USD 2.21% 2.25%Class IMF USD Dist 1.96% (0.65%)Class IMF H EUR 1.03% 0.34%Class IMF H EUR Dist (0.13%) (1.12%)Class IMF H GBP Dist 0.46% 0.89%

Man GLG Innovation Equity AlternativeClass DN USD 0.89% 5.75%Class DNF USD 1.11% 0.64%Class DNF H EUR 0.07% (0.34%)Class DN H CHF (0.36%) 4.17%Class DN H EUR (0.15%) 4.30%Class DN H NOK n/a 5.46%Class DN H SEK n/a 4.50%Class IN USD 1.22% 6.90%Class INF USD 1.41% 5.64%Class INF H EUR 0.38% 5.36%Class INF H GBP 0.78% 4.72%Class IN H CHF 0.10% 4.75%Class IN H EUR 0.20% 4.52%Class IN H GBP 0.58% 5.66%Class IN H NOK n/a 6.00%Class IN H SEK 0.13% 4.95%Class INU H EUR* (1.88%) n/aClass INU H GBP 0.68% 1.27%

Man GLG Global Fundamental EquityClass DN EUR n/a (1.58%)Class DN H CHF n/a (1.71%)Class DN H NOK n/a (1.07%)Class DN H SEK n/a (1.52%)Class DN H USD n/a (1.36%)Class IN EUR n/a (1.29%)Class INF EUR n/a (0.70%)Class IN H CHF n/a (1.47%)


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Funds and Classes 30 June 2018 31 December 2017Man GLG Global Fundamental Equity (continued)Class IN H GBP n/a (1.02%)Class IN H NOK n/a (0.74%)Class IN H SEK n/a (1.19%)Class IN H USD n/a (0.78%)

Man NewSmith UK Equity AlternativeClass IN GBP 1.08% (1.53%)Class IX E GBP 1.08% (1.31%)Class IX H JPY 0.11% (2.26%)

Man Alternative Style Risk PremiaClass D USD (2.58%) (0.12%)Class I USD (2.23%) 4.48%Class I H CHF* (5.00%) n/aClass I H EUR (3.43%) 3.98%Class I H GBP (3.06%) 4.28%Class I H JPY* (6.46%) n/aClass I H SEK (3.53%) 4.46%Class INU H EUR* (3.46%) n/a

*The return shown above for the share classes of respective portfolios is for the period from launch date to 30 June 2018. For details of new share classes launched during the period please refer to note 13. #The return shown above for the share classes of respective portfolios is for the period from 1 January 2018 to the date of redemption. ## Man GLG Global Equity Alternative ceased operations on 9 January 2018.


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Dividends Dividends proposed for the year ended 31 December 2017 as per the table below were paid on 4 April 2018. The Directors do not propose the payment of a dividend at this time. 31 December 2017Portfolio Share Class Dividend per shareMan GLG European Equity Alternative Class INZ H CHF Dist CHF0.60Man GLG European Equity Alternative Class INZ H GBP Dist £ 1.17Man GLG European Equity Alternative Class INF H USD Dist US$0.51Man GLG Global Emerging Markets Debt Total Return Class DR USD Dist US$0.62Man GLG Global Emerging Markets Debt Total Return Class I USD Dist US$0.60Man GLG Global Emerging Markets Debt Total Return Class IMF USD Dist US$0.34Man GLG Global Emerging Markets Debt Total Return Class I H EUR Dist €1.16Man GLG Global Emerging Markets Debt Total Return Class IMF H EUR Dist €1.19Man GLG Global Emerging Markets Debt Total Return Class IMF H GBP Dist £ 1.08

Future developments The Fund will continue to pursue the Portfolios’ investment objectives as outlined in note 1. Significant events during the period Prospectus A new prospectus dated 3 January 2018 was issued. Share Classes Effective 9 January 2018, all the share classes of Man GLG Alpha Select Alternative and Man GLG European Equity Alternative were delisted from Irish Stock Exchange. Effective 9 January 2018, Man GLG Global Equity Alternative was fully redeemed and all the share classes of the sub-fund were delisted from Irish Stock Exchange on 10 January 2018. All remaining listed share classes were delisted from Irish Stock Exchange with effect from 16 March 2018. For detailed information on new share classes launched during the period please refer Note 13. Effective from 26 June 2018 the address of Investment Manager in relation to the Man Numeric Portfolios has been changed. There were no other significant events during the period ended 30 June 2018. Subsequent events since the period end There have been no subsequent events since the period end that impact the Fund and require disclosure in the unaudited financial statements. Investment objectives

The investment objectives of each sub-fund are as stated in note 1. Investment in the Fund carries with it a degree of risk including but not limited to the risks referred to in note 6 of these Financial Statements. For a more detailed description of risks associated with investment in the Fund, please refer to the Prospectus.

Directors and Secretary

The Directors and Secretary during the six month period and up to 22 August 2018 are listed on page 2. Unless indicated, they served for the entire period. Directors’ and Secretary’s interests Neither the Directors, nor their families, nor the secretary (Matsack Trust Limited) nor the Investment Managers had any interests in the Shares of the Fund at 30 June 2018, with the exception of one Subscriber Share held by Man Asset Management (Ireland) Limited in a nominee capacity. The Directors' remuneration for the period ended 30 June 2018 and year ended 31 December 2017 is disclosed in Note 8 of these unaudited financial statements.


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Directors’ responsibilities

The Directors are responsible for preparing the Directors’ Report and the unaudited financial statements in accordance with Irish law.

Irish company law requires the Directors to prepare unaudited financial statements giving a true and fair view of the state of affairs of the Fund and the profit or loss of the Fund for each financial period. Under that law the Directors have elected to prepare the unaudited financial statements in accordance with International Financial Reporting Standards (“IFRS”). Under company law, the directors must not approve the unaudited financial statements unless they are satisfied that they give a true and fair view of the assets, liabilities and financial position of the Fund as at the financial period end date and of the profit or loss of the Fund for the financial period and otherwise comply with the Companies Act 2014.

In preparing these unaudited financial statements, the Directors are required to: • select suitable accounting policies and then apply them consistently; • make judgements and accounting estimates that are reasonable and prudent; • state whether the unaudited financial statements have been prepared in accordance with applicable accounting standards and

identify the standards in question and note the effects and the reasons for any material departure from those standards; and • prepare the unaudited financial statements on the going concern basis unless it is inappropriate to presume that the Fund will

continue in business. The Directors are responsible for ensuring that the Fund keeps or causes to be kept adequate accounting records which correctly explain and record the transactions of the company, enable at any time the assets, liabilities, financial position and profit or loss of the Fund to be determined with the reasonable accuracy, enable them to ensure that the financial statements and directors’ report comply with the Companies Act 2014 and enable these financial statements to be unaudited. They are also responsible for safeguarding the assets of the Fund and hence for taking reasonable steps for the prevention and detection of fraud and other irregularities.

Legislation in Ireland governing the preparation and dissemination of financial statements may differ from legislation in other jurisdictions. Accounting records The Directors are responsible for ensuring that proper accounting records as outlined in Section 281 to 285 of the Companies Act 2014 (‘‘Act’’) are kept by the Fund. To achieve this, the Directors have appointed an experienced third party fund administrator to ensure that the requirements of Section 281 to 285 of the Companies Act 2014 are complied with. The books and accounting records are maintained at the Administrator’s office at One Dockland Central, Guild Street, IFSC, Dublin 1, Ireland. Corporate governance The Board has adopted the IF code. The Board has reviewed and assessed the measures included in the code and considers its corporate governance practices and procedures since the adoption of the code as consistent therewith. Connected party transactions The Directors are satisfied that there are arrangements in place to ensure that transactions carried out with connected parties of the Fund are carried out as if negotiated at arm’s length and any such transactions are in the best interests of the Shareholders of the Fund. The Directors are satisfied that any transactions entered into with connected parties during the period complied with the aforementioned obligation. The Fund has adopted the corporate governance code for collective investment schemes and management companies issued by the Irish Funds (the “IF Code”). The Directors are satisfied that they act independently and in the interest of the Fund as a whole and have determined that Eric Fortier and Ronan Daly are independent directors as that term is defined in the IF Code.

26

Blank page inserted intentionally

Man Funds VI plc Unaudited statement of financial position As at 30 June 2018

The accompanying notes form an integral part of these unaudited financial statements.

27

Combined Company

Man GLG European

Alpha Alternative

Man GLG Alpha Select

Alternative

Man GLG European

Equity Alternative

Notes US$ € £ €AssetsCash and cash equivalents 3 1,153,697,533 10,167,283 181,800,395 166,510,323 Balances with brokers 3 868,458,162 10,586,159 152,058,009 192,296,515 Due from brokers 3 85,691,259 624,393 942,576 21,418,571 Financial assets at fair value through profit and loss: Equities and managed funds 4 2,083,987,113 37,686,226 4,447,003 802,271,668 Interest bearing securities 4 3,715,016,642 - 279,179,894 - Derivatives 4 476,648,538 1,952,742 17,820,116 138,681,402 Subscriptions receivable 24,217,794 101,041 1,847,681 8,344,233 Interest receivable 6,952,916 - - - Dividend receivable 8,359,689 111,079 1,573,730 4,150,231 Other assets 2,149,303 22,738 118,757 67,509 Total Assets 8,425,178,949 61,251,661 639,788,161 1,333,740,452

Liabilit iesBalances due to brokers 3 105,421,859 1,220,143 1,539,849 14,916,088 Due to brokers 3 101,328,190 829,403 229,612 38,403,908 Financial liabilities at fair value through profit and loss: Derivatives 4 335,572,821 815,774 9,290,786 142,125,246 Redemptions payable 37,687,627 266,434 127,645 345,018 Due to shareholders 9,516,481 1,155 124,887 93 Performance fees payable 8 13,546,417 520,469 2,471,176 3,856,773 Management fees payable 8 5,949,128 58,933 311,852 1,734,444 Interest payable 2,260,034 21,356 167,881 407,315 Dividend payable 9,220,994 48,246 973,150 5,315,771 Liquidation fees payable 26,049 - - - Accrued expenses and other liabilities 8 5,533,049 118,174 283,339 821,503 Total Liabilit ies (excluding Net Assets Attributable to Redeemable Participating Shareholders) 626,062,649 3,900,087 15,520,177 207,926,159

Net Assets Attributable to Redeemable Participating Shareholders 7,799,116,300 57,351,574 624,267,984 1,125,814,293

Man Funds VI plc Unaudited statement of financial position (continued) As at 30 June 2018


28

*Man GLG Global Equity

Alternative

Man AHL Multi Strategy

AlternativeMan AHL

TargetRisk

Man GLG European Mid-

Cap Equity Alternative

Man Numeric Market Neutral

Alternative

Man GLG Unconstrained

Emerging Equity

Man GLG Global Emerging

Markets Debt Total Return

€ US$ US$ € US$ US$ US$

125,327 52,887,963 54,046,771 46,085,242 1,066,046 11,723,477 412,952,034 142,090 38,997,843 93,025,446 118,349,420 3,642,776 16,489,434 40,371,330

- 192,599 6,165,852 - 41,323,072 398,754 -

- - - 472,006,175 219,215,357 62,792,889 - - 10,936,120 431,308,852 - - 4,979,619 2,709,516,420 - 17,559,663 23,694,391 46,020,135 7,758,680 1,770,724 163,684,883 - - - 383,153 285,379 - 1,720,807 - 1,382 1,658,296 - 196,095 20,611 5,056,935 - 159,258 - 590,485 - 179,457 -

20,709 6,644 206,073 18,318 20,531 86,780 1,156,742 288,126 120,741,472 610,105,681 683,452,928 273,507,936 98,441,745 3,334,459,151

241,730 3,663,985 4,024,027 2,198,797 21,889,553 16,132,451 29,600,889 61 207,500 29,984,738 3,085,383 8,991,279 398,796 -

- 16,852,682 5,867,952 21,030,322 8,231,958 883,023 82,568,372 - 54,031 5,030,735 113,056 31,324,915 - 211,621 - 475 6,879 37 - - 2,338 - 17,715 - 4,054,631 - - 310,424 - 90,078 249,096 528,322 236,313 58,738 1,590,462

862 - 234,808 298,605 179,526 23,119 747,674 - 87,326 - 619,950 - - -

22,310 - - - - - - 23,163 190,382 383,293 448,500 246,091 116,025 2,077,979

288,126 21,164,174 45,781,528 32,377,603 71,099,635 17,612,152 117,109,759

- 99,577,298 564,324,153 651,075,325 202,408,301 80,829,593 3,217,349,392

* Man GLG Global Equity Alternative ceased operations on 9 January 2018.

Man Funds VI plc Unaudited statement of financial position (continued) As at 30 June 2018


29

Man GLG

Innovation Equity

Alternative

Man NewSmith UK

Equity Alternative

Man Alternative Style Risk

PremiaNotes US$ £ US$

AssetsCash and cash equivalents 3 62,719,212 19,124,970 32,776,037 Balances with brokers 3 63,484,472 20,989,848 8,735,278 Due from brokers 3 4,137,967 84,744 6,379,280 Financial assets at fair value through profit and loss: Equities and managed funds 4 155,261,336 5,865,837 101,252,241 Interest bearing securities 4 72,802,546 65,907,955 29,853,598 Derivatives 4 6,071,297 4,099,327 9,231,123 Subscriptions receivable 123,268 - 9,340,775 Interest receivable 19,597 - - Dividend receivable 26,440 190,701 - Other assets 152,639 46,183 151,183 Total Assets 364,798,774 116,309,565 197,719,515

Liabilit iesBalances due to brokers 3 1,394,586 2,579,347 1,587,571 Due to brokers 3 2,711,282 371 9,319,570 Financial liabilities at fair value through profit and loss: Derivatives 4 6,034,682 4,123,583 5,970,222 Redemptions payable 51,860 - - Due to shareholders - - 9,340,400 Performance fees payable 8 110,529 - - Management fees payable 8 267,015 154,291 131,162 Interest payable - 2,333 - Dividend payable 231,014 477,864 - Liquidation fees payable - - - Accrued expenses and other liabilities 8 247,535 105,893 109,960 Total Liabilit ies (excluding Net Assets Attributable to Redeemable Participating Shareholders) 11,048,503 7,443,682 26,458,885

Net Assets Attributable to Redeemable Participating Shareholders 353,750,271 108,865,883 171,260,630

30


Man Funds VI plc Statement of financial position As at 31 December 2017


31

Combined Company

Man GLG European

Alpha Alternative


Alternative

Man GLG European

Equity Alternative

Notes US$ € £ €AssetsCash and cash equivalents 3 1,002,147,235 3,215,165 48,049,553 66,040,446 Balances with brokers 3 621,112,932 8,758,599 37,123,873 132,262,304 Due from brokers 3 17,105,428 270,920 28,894 13,660,527 Financial assets at fair value through profit and loss: Equities and managed funds 4 1,734,828,699 53,837,486 2,096,762 540,694,808 Interest bearing securities 4 2,899,644,898 - 126,182,307 - Derivatives 4 314,413,584 2,002,273 8,250,348 104,300,473 Subscriptions receivable 2,787,895 18,816 93,329 111,846 Interest receivable 7,734,243 119,027 5,203 199,355 Dividend receivable 2,349,394 21,593 230,565 1,118,736 Other assets 2,232,576 7,780 65,113 19,530 Total Assets 6,604,356,884 68,251,659 222,125,947 858,408,025

Liabilit iesBalances due to brokers 3 115,480,072 382,682 4,793,540 27,795,295 Due to brokers 3 25,767,135 1,039,615 - 19,941,140 Financial liabilities at fair value through profit and loss: Derivatives 4 347,668,587 1,471,114 4,705,074 124,815,555 Redemptions payable 870,346 2,299 502 324,330 Due to shareholders 1,298,175 705 698 24,386 Performance fees payable 8 13,811,843 254,243 2,330,979 5,567,390 Management fees payable 8 4,952,333 69,121 131,260 1,058,935 Interest payable 1,645,169 - 9,681 196,370 Dividend payable 2,803,763 10,206 256,795 1,214,087 Liquidation fees payable 12,722 - - - Accrued expenses and other liabilities 8 4,559,677 130,858 143,207 637,531 Total Liabilit ies (excluding Net Assets Attributable to Redeemable Participating Shareholders) 518,869,822 3,360,843 12,371,736 181,575,019

Net Assets Attributable to Redeemable Participating Shareholders 6,085,487,062 64,890,816 209,754,211 676,833,006

Man Funds VI plc Statement of financial position (continued) As at 31 December 2017


32

Man GLG Global Equity

Alternative

*Man GLG Cred-Eq

Alternative


AlternativeMan AHL

TargetRisk

*Man AHL Volatility

Alternative




Alternative€ € US$ US$ US$ € US$

354,590 37,514 80,980,304 39,960,635 10,576 19,731,927 16,210,528 11,250,036 7 60,473,380 36,594,274 10,565 59,105,792 25,169,164 108,314 - 130,875 - - - -

7,370,514 - - - - 444,228,488 297,243,826 - - 25,953,041 61,064,566 - - -

795,814 - 23,773,101 7,150,430 - 30,340,657 7,451,509 - - 53,930 31,769 - 74,495 2,130,136

50,120 - 1,762 155,613 - - 208,099 103,908 - 134,015 - - 74,972 - 27,810 - - 75,855 - - 176,780 20,061,106 37,521 191,500,408 145,033,142 21,141 553,556,331 348,590,042

6,378,393 12,658 2,772,502 1,741,682 5,988 4,767,517 3,316,967 111,069 - 130,922 - - 45,309 -

868,158 - 24,764,260 3,646,308 - 35,329,385 32,464,177 - - 1,879 - - 27,751 32,798

43,452 - 23,911 346,786 - 15,167 - 1,382,134 - 119,967 - - 952,827 385 76,880 - 162,312 86,107 - 418,897 220,797

- - - - - 395,109 129,548 208,524 - 101,380 - - 331,236 - 4,193 - - - 5,014 - - 175,386 24,863 182,357 90,793 10,139 353,900 242,769

9,248,189 37,521 28,259,490 5,911,676 21,141 42,637,098 36,407,441

10,812,917 - 163,240,918 139,121,466 - 510,919,233 312,182,601

*Man GLG Cred-Eq Alternative and Man AHL Volatility Alternative ceased operations on 29 June 2017 and 4 August 2017 respectively.



33


Emerging Equity

Man GLG Global

Emerging Markets Debt

Total Return

Man GLG Innovation

Equity Alternative

**Man GLG Global

Fundamental Equity

Notes US$ US$ US$ €AssetsCash and cash equivalents 3 8,142,582 620,087,652 38,289,322 - Balances with brokers 3 16,845,425 105,240,428 44,805,913 18 Due from brokers 3 - - 76,520 - Financial assets at fair value through profit and loss: Equities and managed funds 4 86,124,416 - 63,090,112 - Interest bearing securities 4 8,981,421 2,514,052,430 23,962,148 - Derivatives 4 2,570,647 88,896,932 2,924,448 - Subscriptions receivable 35,000 107,720 56,732 - Interest receivable 16,278 6,902,143 - 676 Dividend receivable 240,864 - 11,945 - Other assets 263,889 1,285,257 127,129 8,690 Total Assets 123,220,522 3,336,572,562 173,344,269 9,384

Liabilit iesBalances due to brokers 3 15,022,487 25,761,274 11,025,013 501 Due to brokers 3 200,273 - 48,188 - Financial liabilities at fair value through profit and loss: Derivatives 4 727,180 76,908,976 3,531,116 - Redemptions payable 4,322 361,700 43,428 - Due to shareholders 5,390 779,421 41,204 - Performance fees payable 8 - 17,455 726,250 - Management fees payable 8 142,138 1,620,898 161,354 - Interest payable 12,714 769,910 3,975 - Dividend payable - - 16,868 - Liquidation fees payable - - - 2,226 Accrued expenses and other liabilities 8 143,895 1,799,277 122,409 6,657 Total Liabilit ies (excluding Net Assets Attributable to Redeemable Participating Shareholders) 16,258,399 108,018,911 15,719,805 9,384

Net Assets Attributable to Redeemable Participating Shareholders 106,962,123 3,228,553,651 157,624,464 -

**Man GLG Global Fundamental Equity ceased operations on 31 May 2017.



34

#Man NewSmith UK

Equity Alternative

#Man Alternative Style Risk

Premia£ US$

15,207,876 5,563,912 19,045,313 2,166,900

- -

6,681,041 20,301,273 65,750,117 5,985,109 2,811,303 1,645,304

- - - -

49,198 - 51,229 69,655 109,596,077 35,732,153

1,056,397 684,440 4,644 -

2,257,264 1,096,877 - - - - - -

278,945 53,903 4,197 - 162,513 -

- - 77,550 73,301

3,841,510 1,908,521

105,754,567 33,823,632

# Man NewSmith UK Equity Alternative and Man Alternative Style Risk Premia commenced operations on 7 June 2017 and 17 October 2017 respectively.

Man Funds VI plc Unaudited statement of changes in net assets For the six month period ended 30 June 2018


35

Combined Company

Man GLG European Alpha

Alternative


Alternative

Man GLG European

Equity Alternative

US$ € £ €

Net assets attributable to Redeemable Participating Shareholders at the beginning of the period 6,085,487,062 64,890,816 209,754,211 676,833,006

Issues 3,319,798,939 16,146,858 448,056,048 566,917,289

Redemptions (1,533,543,518) (27,560,629) (49,210,084) (133,128,456)

Net (loss)/gain for the period attributable to Redeemable Participating Shareholders (72,626,183) 3,874,529 15,667,809 15,192,454

Net assets attributable to Redeemable Participating Shareholders at the end of the period 7,799,116,300 57,351,574 624,267,984 1,125,814,293

Man GLG Innovation Equity

Alternative

Man NewSmith UK Equity Alternative


PremiaUS$ £ US$

Net assets attributable to Redeemable Participating Shareholders at the beginning of the period 157,624,464 105,754,567 33,823,632

Issues 249,110,985 - 198,253,313

Redemptions (42,182,474) (650,000) (50,553,821)

Net (loss)/gain for the period attributable to Redeemable Participating Shareholders

(10,802,704) 3,761,316 (10,262,494)

Net assets attributable to Redeemable Participating Shareholders at the end of the period 353,750,271 108,865,883 171,260,630

Man Funds VI plc Unaudited statement of changes in net assets (continued) For the six month period ended 30 June 2018


36


Alternative


Alternative Man AHL TargetRisk




Alternative


Emerging Equity

Man GLG Global


Total Return€ US$ US$ € US$ US$ US$

10,812,917 163,240,918 139,121,466 510,919,233 312,182,601 106,962,123 3,228,553,651

- 2,830,161 577,223,292 223,874,267 72,198,938 2,964,322 624,223,787

(10,822,451) (60,855,952) (162,703,241) (105,551,923) (170,785,874) (20,026,382) (622,548,985)

9,534 (5,637,829) 10,682,636 21,833,748 (11,187,364) (9,070,470) (12,879,061)

- 99,577,298 564,324,153 651,075,325 202,408,301 80,829,593 3,217,349,392

* Man GLG Global Equity Alternative ceased operations on 9 January 2018.

Man Funds VI plc Unaudited statement of changes in net assets For the six month period ended 30 June 2017


37

Combined Company


Alternative


Alternative

Man GLG European

Equity Alternative

US$ € £ €

Net assets attributable to Redeemable Participating Shareholders at the beginning of the period 2,579,601,668 145,165,048 114,010,555 678,530,845

Issues 2,985,284,286 5,523,082 46,334,980 178,727,223

Redemptions (845,959,678) (73,306,389) (15,007,543) (151,768,962)

Net gain/(loss) for the period attributable toRedeemable Participating Shareholders 266,626,970 (4,053,891) 6,100,525 (8,320,450)

Net assets attributable to Redeemable Participating Shareholders at the end of the period 4,985,553,246 73,327,850 151,438,517 697,168,656

Man GLG Global


Total Return

Man GLG Innovation

Equity Alternative

**Man GLG Global

Fundamental Equity

#Man NewSmith UK

Equity Alternative

US$ US$ € £

Net assets attributable to Redeemable Participating Shareholders at the beginning of the period 522,262,855 20,003,899 18,078,008 -

Issues 1,964,573,014 48,054,627 1,272,176 122,252,582

Redemptions (209,999,027) (19,514,532) (19,581,421) -

Net gain/(loss) for the period attributable toRedeemable Participating Shareholders 93,536,002 4,382,146 231,237 (1,808,915)

Net assets attributable to Redeemable Participating Shareholders at the end of the period 2,370,372,844 52,926,140 - 120,443,667

**Man GLG Global Fundamental Equity ceased operations on 31 May 2017. # Man NewSmith UK Equity Alternative commenced operations on 7 June 2017.

Man Funds VI plc Unaudited statement of changes in net assets (continued) For the six month period ended 30 June 2017


38


Alternative

*Man GLG Cred-Eq

Alternative


Alternative Man AHL

TargetRisk

Man AHL Volatility

Alternative




Alternative


Emerging Equity

€ € US$ US$ US$ € US$ US$

189,198,271 45,932,955 128,034,213 28,296,977 16,887,489 332,177,844 169,455,192 67,477,483

8,599,121 4,667,544 19,045,665 8,942,856 1,273,161 257,714,850 199,801,641 36,581,544

(40,353,193) (48,578,781) (22,176,863) (3,729,832) (6,529,939) (120,385,150) (69,249,224) (3,956,234)

1,050,642 (2,021,718) 8,980,619 1,949,225 623,839 11,399,995 2,001,833 17,238,990

158,494,841 - 133,883,634 35,459,226 12,254,550 480,907,539 302,009,442 117,341,783

*Man GLG Cred-Eq Alternative was fully redeemed on 29 June 2017.

Man Funds VI plc Unaudited statement of comprehensive income For the six month period ended 30 June 2018


39

Combined Company

Man GLG European

Alpha Alternative


Alternative

Man GLG European

Equity Alternative

Notes US$ € £ €IncomeNet gain/(loss) on financial assets and liabilities at fair value through profit or loss

7 95,300,608 5,126,247 20,131,279 32,666,107

Other income 4,198,891 17,940 170,836 241,518 99,499,499 5,144,187 20,302,115 32,907,625

Other comprehensive incomeAdjustment to foreign currency on aggregation 2 (a) (99,708,752) - - -

(99,708,752) - - -

Less ExpensesManagement fees 8 33,497,520 404,032 1,279,125 9,172,196 Performance fees 8 15,459,396 701,157 2,697,308 4,233,853 Administration fees 8 10,324,916 90,575 490,887 1,360,507 Depositary fees 966,405 20,355 34,238 217,125 Other expenses 1,144,006 30,319 35,893 161,920 Transaction and brokerage costs 1,378,400 6 - 1,128,916 Legal fees 108,749 5,368 7,914 (40,471)Audit fees 90,842 3,434 4,947 (4,383)Directors' fees 8 26,930 676 1,157 2,748 Formation costs 42,795 - - -

63,039,959 1,255,922 4,551,469 16,232,411

Finance costDistribution to holders of Redeemable participating Shares 5,835,176 - - 66,562

5,835,176 - - 66,562

Withholding tax 3,541,795 13,736 82,837 1,416,198

Net (loss)/gain for the period attributable to Redeemable Participating Shareholders (72,626,183) 3,874,529 15,667,809 15,192,454

All recognised gains and losses for the period arose solely from continuing operations, except for Portfolios that ceased operations during the period.

Man Funds VI plc Unaudited statement of comprehensive income (continued) For the six month period ended 30 June 2018


40


Alternative






Alternative


Emerging Equity

Man GLG Global


Total Return€ US$ US$ € US$ US$ US$

43,212 (4,338,965) 12,064,856 30,546,927 (8,519,299) (8,413,286) 6,088,583 3,762 8,122 294,428 15,595 9,422 141,923 2,759,047

46,974 (4,330,843) 12,359,284 30,562,522 (8,509,877) (8,271,363) 8,847,630

- - - - - - - - - - - - - -

7,102 733,927 1,016,924 2,956,830 1,416,186 413,578 10,096,814 11,521 25,785 - 4,383,725 546 - 310,507 723 201,647 522,108 860,045 452,499 143,667 4,811,526 (5,946) 22,049 33,553 69,110 79,030 38,622 314,338 20,671 158,999 87,203 73,574 35,859 49,917 301,864 - - 147 - - 2,123 9,598 2,760 7,656 9,441 14,179 10,768 6,849 63,296 285 4,855 5,933 8,762 6,737 4,367 38,489 50 1,025 1,339 2,216 1,569 883 10,759 - - - - - 4,091 14,873

37,166 1,155,943 1,676,648 8,368,441 2,003,194 664,097 15,972,064

- - - - - - 5,754,627 - - - - - - 5,754,627

274 151,043 - 360,333 674,293 135,010 -

9,534 (5,637,829) 10,682,636 21,833,748 (11,187,364) (9,070,470) (12,879,061)

All recognised gains and losses for the period arose solely from continuing operations, except for Portfolios that ceased operations during the period. * Man GLG Global Equity Alternative ceased operations on 9 January 2018 .



41

Man GLG Innovation

Equity Alternative

Man NewSmith UK

Equity Alternative


PremiaNotes US$ £ US$

IncomeNet gain/(loss) on financial assets and liabilities at fair value through profit or loss

7 (9,220,246) 4,833,477 (9,462,498)

Other income 166,154 96,247 114,905 (9,054,092) 4,929,724 (9,347,593)

Other comprehensive incomeAdjustment to foreign currency on aggregation 2 (a) - - -

- - -

Less ExpensesManagement fees 8 1,024,553 961,151 537,851 Performance fees 8 120,428 - - Administration fees 8 356,996 157,233 147,066 Depositary fees 28,671 11,810 22,965 Other expenses 61,879 19,353 25,587 Transaction and brokerage costs - - 390 Legal fees 8,552 5,527 5,674 Audit fees 5,397 3,503 3,638 Directors' fees 8 1,181 741 677 Formation costs 8,310 5,307 8,219

1,615,967 1,164,625 752,067

Finance costDistribution to holders of Redeemable participating Shares - - -

- - -

Withholding tax 132,645 3,783 162,834

Net (loss)/gain for the period attributable to Redeemable Participating Shareholders (10,802,704) 3,761,316 (10,262,494)


42


Man Funds VI plc Unaudited statement of comprehensive income For the six month period ended 30 June 2017


43

Combined Company

Man GLG European

Alpha Alternative


Alternative

Man GLG European

Equity Alternative

Notes US$ € £ €IncomeNet gain/(loss) on financial assets and liabilities at fair value through profit or loss 7 174,065,211 (3,105,814) 9,036,018 2,494,829 Other income 1,675,068 1,956 88,986 134,502

175,740,279 (3,103,858) 9,125,004 2,629,331

Other comprehensive incomeAdjustment to foreign currency on aggregation 2 (a) 134,365,520 - - -

134,365,520 - - -

Less ExpensesManagement fees 8 21,569,041 640,814 576,585 7,454,287 Performance fees 8 7,914,310 1,738 2,236,805 987,465 Administration fees 8 5,429,228 204,847 163,339 1,039,641 Depositary fees 974,989 2,197 20,420 267,947 Other expenses 831,265 26,019 27,771 266,519 Legal fees 221,985 17,264 14,606 64,171 Audit fees 98,964 (16,196) 5,786 19,480 Directors' fees 8 24,380 365 754 3,473 Formation costs 15,661 - - - Liquidation costs 9,821 - - -

37,089,644 877,048 3,046,066 10,102,983

Finance costDistributions to holders of Redeemable Participating Shares 3,809,137 - - -

3,809,137 - - -

Withholding tax 2,580,048 72,985 (21,587) 846,798

Net gain/(loss) for the period attributable to Redeemable Participating Shareholders 266,626,970 (4,053,891) 6,100,525 (8,320,450)




44


Alternative

*Man GLG Cred-Eq

Alternative


Alternative Man AHL

TargetRisk

Man AHL Volatility

Alternative




Alternative


Emerging Equity


3,558,268 (1,725,352) 10,276,109 2,101,360 910,660 17,208,800 4,258,269 17,992,967 101,119 18,934 7,144 44,866 - 19,797 - 116,837

3,659,387 (1,706,418) 10,283,253 2,146,226 910,660 17,228,597 4,258,269 18,109,804

- - - - - - - - - - - - - - - -

1,817,752 201,662 781,453 119,018 94,573 2,133,138 1,287,886 430,661 63,294 36 45,975 - 129,441 2,888,332 35,888 - 256,394 61,405 203,421 46,741 18,914 595,662 358,449 154,134 236,948 (10,861) 25,397 10,067 11,966 45,326 61,598 24,557 6,468 73,275 88,080 14,641 19,777 62,707 32,132 63,893 (9,194) 4,200 11,734 2,479 3,061 36,055 15,672 5,684 6,449 5,267 6,255 3,878 4,028 10,009 9,395 4,873 789 - 667 177 61 2,396 1,503 585 - (21,993) - - - (9,277) 8,310 10,014 - 2,223 - - 5,000 - - -

2,378,900 315,214 1,162,982 197,001 286,821 5,764,348 1,810,833 694,401

- - - - - - - -

- - - - - - - -

229,845 86 139,652 - - 64,254 445,603 176,413

1,050,642 (2,021,718) 8,980,619 1,949,225 623,839 11,399,995 2,001,833 17,238,990

All recognised gains and losses for the period arose solely from continuing operations, except for Portfolios that ceased operations during the period. *Man GLG Cred-Eq Alternative was fully redeemed on 29 June 2017.



45

Man GLG

Global Emerging


Man GLG Innovation

Equity Alternative

**Man GLG Global

Fundamental Equity

#Man NewSmith UK Equity Alternative

Notes US$ US$ € £IncomeNet gain/(loss) on financial assets and liabilities at fair value through profit or loss 7 103,625,261 5,121,245 385,450 (1,580,926) Other income 987,707 46,748 38,459 14,771

104,612,968 5,167,993 423,909 (1,566,155)

Other comprehensive incomeAdjustment to foreign currency on aggregation 2 (a) - - - -

- - - -

Less ExpensesManagement fees 8 4,384,726 206,563 77,926 144,933 Performance fees 8 101,066 443,606 - 55,984 Administration fees 8 1,974,260 66,213 30,057 24,247 Depositary fees 193,061 9,937 20,599 2,829 Other expenses 56,519 16,175 30,179 823 Legal fees 36,658 1,816 3,125 954 Audit fees 28,602 3,707 2,935 523 Directors' fees 8 11,808 264 - 600 Formation costs 8,310 8,310 12,359 959 Liquidation costs - - 2,226 -

6,795,010 756,591 179,406 231,852

Finance costDistributions to holders of Redeemable Participating Shares 3,809,137 - - -

3,809,137 - - -

Withholding tax 472,819 29,256 13,266 10,908

Net gain/(loss) for the period attributable to Redeemable Participating Shareholders 93,536,002 4,382,146 231,237 (1,808,915)

All recognised gains and losses for the period arose solely from continuing operations, except for Portfolios that ceased operations during the period. **Man GLG Global Fundamental Equity ceased operations on 31 May 2017. # Man NewSmith UK Equity Alternative commenced operations on 7 June 2017.

46


Man Funds VI plc Unaudited statement of cash flows For the six month period ended 30 June 2018


47

Combined Company


Alternative


Alternative

Man GLG European

Equity Alternative

US$ € £ € Cash flows from operating activities:Net (loss)/gain for the period attributable to Redeemable Participating Shareholders (72,626,183) 3,874,529 15,667,809 15,192,454

Adjustments to reconcile net (loss)/gain for the period attributable to Redeemable Participating Shareholders to net cash (used in)/provided by operating activities:(Increase)/decrease in due from brokers (68,585,831) (353,473) (913,682) (7,758,044)(Increase)/decrease in financial assets and liabilities at fair value through profit or loss: Equities and managed funds (349,158,414) 16,151,260 (2,350,241) (261,576,860) Interest bearing securities (815,371,744) - (152,997,587) - Derivatives (174,330,720) (605,809) (4,984,056) (17,071,238)Decrease/(increase) in interest receivable 781,327 119,027 5,203 199,355 (Increase)/decrease in dividend receivable (6,010,295) (89,486) (1,343,165) (3,031,495)(Increase)/decrease in balances with brokers - collateral (99,501,937) (375,383) (32,228,816) (63,875,615)Decrease/(increase) in other assets 83,273 (14,958) (53,644) (47,979)Increase/(decrease) in balances due to brokers - collateral 17,856,032 498,321 (796,257) (6,266,725)Increase/(decrease) in due to brokers 75,561,055 (210,212) 229,612 18,462,768 Increase/(decrease) in due to shareholders 8,218,306 450 124,189 (24,293)(Decrease)/increase in performance fees payable (265,426) 266,226 140,197 (1,710,617)Increase/(decrease) in management fees payable 996,795 (10,188) 180,592 675,509 Increase/(decrease) in interest payable 614,865 21,356 158,200 210,945 Increase/(decrease) in dividend payable 6,417,231 38,040 716,355 4,101,684 Increase/(decrease) in liquidation fees payable 13,327 - - - Increase/(decrease) in accrued expenses and other liabilities 973,372 (12,684) 140,132 183,972 Net cash (used in)/provided by operating activities (1,474,334,967) 19,297,016 (178,305,159) (322,336,179)

Cash flows from financing activities:Issue of Redeemable Participating Shares 3,298,369,040 16,064,633 446,301,696 555,903,462 Redemption of Redeemable Participating Shares (1,496,726,237) (27,296,494) (49,082,941) (130,326,328)Net cash provided by/(used in) financing activities 1,801,642,803 (11,231,861) 397,218,755 425,577,134

Net increase/(decrease) in cash and cash equivalents 327,307,836 8,065,155 218,913,596 103,240,955

Cash and cash equivalents at the beginning of the period 1,314,555,079 11,761,082 84,059,590 117,580,631

Cash and cash equivalents at the end of the period 1,641,862,915 19,826,237 302,973,186 220,821,586

Cash and cash equivalents at the end of the period consists of:Cash and cash equivalents 1,153,697,533 10,167,283 181,800,395 166,510,323 Balances with brokers - without collateral 536,295,839 10,210,776 118,756,248 69,207,235 Balances due to brokers - without collateral (48,130,457) (551,822) 2,416,543 (14,895,972)Cash and cash equivalents at the end of the period 1,641,862,915 19,826,237 302,973,186 220,821,586

Supplemental disclosure of cash flow informationDividend received (net of withholding tax) 61,748,445 650,864 6,704,231 33,743,626 Dividend paid on short securities (64,401,332) (878,341) (4,750,738) (35,520,008)Interest received (net of withholding tax) 43,386,695 120,919 161,763 227,744 Interest paid (51,106,941) (215,539) (1,128,103) (5,594,317)

Man Funds VI plc Unaudited statement of cash flows (continued) For the six month period ended 30 June 2018


48


Alternative

**Man GLG Cred-Eq

Alternative



**Man AHL Volatility

Alternative




Alternative € € US$ US$ US$ € US$

9,534 - (5,637,829) 10,682,636 - 21,833,748 (11,187,364)

108,314 - (61,724) (6,165,852) - - (41,323,072)

7,370,514 - - - - (27,777,687) 78,028,469 - - 15,016,921 (370,244,286) - - -

(72,344) - (1,698,140) (14,322,317) - (29,978,541) (24,539,390) 50,120 - 380 (1,502,683) - - 12,004 103,908 - (25,243) - - (515,513) - 2,373,910 - (12,464,667) (8,920,746) - 5,775,305 - 7,101 - (6,644) (130,218) - (18,318) 156,249 1,226 - 918,533 3,824,377 - 120,475 (2,640,000) (111,008) - 76,578 29,984,738 - 3,040,074 8,991,279 (43,452) - (23,436) (339,907) - (15,130) - (1,382,134) - (102,252) - - 3,101,804 (385) (76,880) - (72,234) 162,989 - 109,425 15,516 862 - - 234,808 - (96,504) 49,978 (208,524) - (14,054) - - 288,714 - 18,117 - - - (5,014) - - (152,223) (24,863) 8,025 292,500 (10,139) 94,600 3,322 7,997,041 (24,863) (4,085,786) (356,443,961) (15,153) (24,037,548) 7,566,606

- - 2,884,091 621,234,534 - 222,517,279 74,043,695 (10,822,451) - (60,803,800) (201,651,979) - (104,418,288) (139,493,757) (10,822,451) - (57,919,709) 419,582,555 - 118,098,991 (65,450,062)

(2,825,410) (24,863) (62,005,495) 63,138,594 (15,153) 94,061,443 (57,883,456)

2,714,623 24,863 138,681,182 74,813,227 15,153 32,560,786 40,702,725

(110,787) - 76,675,687 137,951,821 - 126,622,229 (17,180,731)

125,327 - 52,887,963 54,046,771 - 46,085,242 1,066,046 4,390 - 26,533,176 84,104,700 - 82,615,309 3,642,776 (240,504) - (2,745,452) (199,650) - (2,078,322) (21,889,553) (110,787) - 76,675,687 137,951,821 - 126,622,229 (17,180,731)

126,569 - 1,416,955 - - 5,576,185 - (8,093) - (912,227) - - (8,675,913) - 67,463 - 737,396 14,275,214 - 26,891 2,727,032 (37,570) - (573,214) (12,303,435) - (1,805,140) (3,926,358)

* Man GLG Global Equity Alternative ceased operations on 9 January 2018 . ** Man GLG Cred-Eq Alternative ceased operations on 29 June 2017 and Man AHL Volatility Alternative ceased operations on 4 August 2017.



49


Emerging Equity

Man GLG Global Emerging


Man GLG Innovation

Equity Alternative

***Man GLG Global

Fundamental Equity

US$ US$ US$ € Cash flows from operating activities:Net (loss)/gain for the period attributable to Redeemable Participating Shareholders (9,070,470) (12,879,061) (10,802,704) -

Adjustments to reconcile net gain/(loss) for the period attributable to Redeemable Participating Shareholders to net cash (used in)/provided by operating activities:(Increase)/decrease in due from brokers (398,754) - (4,061,447) - (Increase)/decrease in financial assets and liabilities at fair value through profit or loss: Equities and managed funds 23,331,527 - (92,171,224) - Interest bearing securities 4,001,802 (195,463,990) (48,840,398) - Derivatives 955,766 (69,128,555) (643,283) - Decrease/(increase) in interest receivable (4,333) 1,845,208 (19,597) 676 (Increase)/decrease in dividend receivable 61,407 - (14,495) - (Increase)/decrease in balances with brokers - collateral (16,040,257) 50,492,129 (7,976,421) - Decrease/(increase) in other assets 177,109 128,515 (25,510) 8,690 Increase/(decrease) in balances due to brokers - collateral 13,932,285 8,483,560 - - Increase/(decrease) in due to brokers 198,523 - 2,663,094 - Increase/(decrease) in due to shareholders (5,390) (777,083) (41,204) - (Decrease)/increase in performance fees payable - 292,969 (615,721) - Increase/(decrease) in management fees payable (83,400) (30,436) 105,661 - Increase/(decrease) in interest payable 10,405 (22,236) (3,975) - Increase/(decrease) in dividend payable - - 214,146 - Increase/(decrease) in liquidation fees payable - - - (2,226)Increase/(decrease) in accrued expenses and other liabilities (27,870) 278,702 125,126 (6,657)Net cash (used in)/provided by operating activities 17,038,350 (216,780,278) (162,107,952) 483

Cash flows from financing activities:Issue of Redeemable Participating Shares 2,999,322 620,699,765 249,044,449 - Redemption of Redeemable Participating Shares (20,030,704) (620,788,129) (42,174,042) - Net cash provided by/(used in) financing activities (17,031,382) (88,364) 206,870,407 -

Net increase/(decrease) in cash and cash equivalents 6,968 (216,868,642) 44,762,455 483

Cash and cash equivalents at the beginning of the period 9,661,185 615,416,134 70,576,976 (483)

Cash and cash equivalents at the end of the period 9,668,153 398,547,492 115,339,431 -

Cash and cash equivalents at the end of the period consists of:Cash and cash equivalents 11,723,477 412,952,034 62,719,212 - Balances with brokers - without collateral 38,403 (14,376,968) 54,014,805 - Balances due to brokers - without collateral (2,093,727) (27,574) (1,394,586) - Cash and cash equivalents at the end of the period 9,668,153 398,547,492 115,339,431 -

Supplemental disclosure of cash flow informationDividend received (net of withholding tax) 1,301,278 - 665,658 - Dividend paid on short securities - - (1,041,613) - Interest received (net of withholding tax) 110,724 22,893,655 461,554 676 Interest paid (285,667) (21,929,259) (304,395) -

***Man GLG Global Fundamental Equity ceased operations on 31 May 2017.



50

Man

NewSmith UKEquity

Alternative

ManAlternativeStyle Risk

Premia £ US$

3,761,316 (10,262,494)

(84,744) (6,379,280)

815,204 (80,950,968) (157,838) (23,868,489) 578,295 (2,712,474)

- - (141,503) - (377) - 5,046 (81,528) 1,048,642 - (4,273) 9,319,570

- 9,340,400 - -

(124,654) 77,259 (1,864) - 315,351 -

- - 28,343 36,659 6,036,944 (105,481,345)

- 198,151,542 (650,000) (59,792,825) (650,000) 138,358,717

5,386,944 32,877,372

34,169,719 7,046,372

39,556,663 39,923,744

19,124,970 32,776,037 20,915,371 8,735,278 (483,678) (1,587,571) 39,556,663 39,923,744

849,257 8 (1,393,022) - 43,879 527,682 (167,489) (775,967)

Man Funds VI plc Unaudited statement of cash flows For the six month period ended 30 June 2017


51

Combined Company


Alternative


Alternative

Man GLG European

Equity Alternative

US$ € £ € Cash flows from operating activities:�Net gain/(loss) for the period attributable to Redeemable Participating Shareholders 266,626,970 (4,053,891) 6,100,525 (8,320,450)

Adjustments to reconcile net gain/(loss) for the period attributable to Redeemable Participating Shareholders to net cash (used in)/provided by operating activities:(Increase)/decrease in due from brokers (2,220,763) (126,915) (571,311) (6,917,771)(Increase)/decrease in financial assets and liabilities at fair value through profit or loss: Equities and managed funds (343,106,898) 41,100,142 (965,542) (54,438,576) Interest bearing securities (1,888,164,714) - (28,309,159) - Derivatives (115,639,789) (3,837,712) (2,434,340) (28,689,168)(Increase)/decrease in interest receivable (1,883,388) - - - (Increase)/decrease in dividend receivable (2,885,353) (38,032) (178,923) (1,007,839)Decrease/increase in balances with brokers - collateral 23,315,246 12,656,967 (1,598,616) 29,904,922 Decrease/(increase) in other assets 534,555 29,094 13,512 261,525 Decrease/(increase) in balances due to brokers - collateral 72,016,350 841,778 7,687,969 3,471,834 Increase/(decrease) in due to brokers 23,973,952 (20,637,281) 94,864 21,516,921 Increase in due to shareholders 2,452,111 4,167 162,189 59,846 Increase/(decrease) in performance fees payable 2,973,993 (9,060) 2,115,826 (396,115)Increase/(decrease) in management fees payable 1,266,445 (188,242) (2,604) 57,145 Increase/(decrease) in interest payable 709,661 10,764 1,324 (73,424)Increase/(decrease) in dividend payable 3,671,763 (720) 2,985 2,105,773 Increase/(decrease) in accrued expenses and other liabilities 980,606 (126,854) (580) 243,197 Net cash (used in)/provided by operating activities (1,955,379,253) 25,624,205 (17,881,881) (42,222,180)

Cash flows from financing activities:Issue of Redeemable Participating Shares 2,995,085,138 5,538,802 46,310,864 145,536,173 Redemption of Redeemable Participating Shares (843,086,641) (73,321,367) (14,983,427) (118,738,729)Net cash provided by/(used in) financing activities 2,151,998,497 (67,782,565) 31,327,437 26,797,444

Net increase/(decrease) in cash and cash equivalents 196,619,244 (42,158,360) 13,445,556 (15,424,736)

Cash and cash equivalents at the beginning of the period 408,862,672 54,380,253 48,147,222 84,726,914

Cash and cash equivalents at the end of the period 605,481,916 12,221,893 61,592,778 69,302,178

Cash and cash equivalents at the end of the period consists of:Cash and cash equivalents 2,804,462,882 67,448,675 160,293,003 54,772,823 Balances with brokers - without collateral 215,823,780 5,243,617 24,823,652 27,974,015 Balances due to brokers - without collateral (2,414,804,746) (60,470,399) (123,523,877) (13,444,660)Cash and cash equivalents at the end of the period 605,481,916 12,221,893 61,592,778 69,302,178

Supplemental disclosure of cash flow informationDividend received (net of withholding tax) 34,477,048 440,390 1,680,129 17,985,626 Dividend paid on short securities (45,743,736) (622,692) (1,770,150) (23,143,358)Interest received (net of withholding tax) 15,502,624 2,276 22,713 8,507 Interest paid (12,221,520) (198,755) (300,196) (3,285,980)



52


Alternative

*Man GLG Cred-Eq

Alternative



Man AHL Volatility

Alternative




Alternative


Emerging Equity


1,050,642 (2,021,718) 8,980,619 1,949,225 623,839 11,399,995 2,001,833 17,238,990

(6,244,309) - (273,160) (1,497,366) (32,180) - 21142418 197,171

(3,156,191) 18,808,524 - - - (54,694,787) (111,588,815) (39,311,301) - 16,473,788 (4,475,776) (5,738,938) 1,500,548 - - (4,991,445)

(6,949,965) (1,203,775) 3,224,904 1,030,391 510,116 (16,938,050) (872,043) (1,676,687) - 88,664 (321) (14,182) (25) - (119,924) (8,886)

(185,517) - (93,727) - - (250,764) - 450 16,317,124 3,604,615 (10,626,610) 1,266,395 (656,638) (12,921,359) - (5,652,459) 184,757 74,807 234,748 127,128 11,222 61,126 20,849 124,011 2,399,931 - 3,410,572 259,253 - (275,097) 3,269,686 13,620,424 4,395,353 - 244,304 277,964 5,355 4,111,375 (32,582,718) (670,842) - - - 6,992 - 54,157 13,800 405

(13,987) (19,000) 27,767 - 91,214 1,127,249 (875,644) - (68,413) (17,460) (122,709) 6,104 (5,744) 115,743 90,882 34,736 (19,814) 779 - 4,583 - 53,888 72,558 6,857 452,670 - 46,026 - - 139,504 - - (310,307) (21,825) (267,947) 68,524 31,151 105,680 106,708 36,651 7,851,974 35,767,399 308,690 (2,253,927) 2,078,858 (67,911,340) (119,320,410) (21,051,925)

8,599,121 4,667,544 19,042,016 8,764,781 1,273,161 257,546,825 199,909,619 36,627,582 (39,530,532) (48,580,074) (22,170,030) (3,729,832) (6,529,939) (119,176,140) (68,976,280) (3,956,234) (30,931,411) (43,912,530) (3,128,014) 5,034,949 (5,256,778) 138,370,685 130,933,339 32,671,348

(23,079,437) (8,145,131) (2,819,324) 2,781,022 (3,177,920) 70,459,345 11,612,929 11,619,423

39,642,306 8,068,506 80,012,305 4,573,826 12,557,056 1,224,492 19,560,380 (2,076,618)

16,562,869 (76,625) 77,192,981 7,354,848 9,379,136 71,683,837 31,173,309 9,542,805

33,255,670 42,444,562 40,790,557 4,439,243 5,840,547 150,445,161 147,426,346 52,900,347 25,321,902 1,618,308 41,168,160 2,916,038 3586884 17,888,195 10,331,848 5,069,103 (42,014,703) (44,139,495) (4,765,736) (433) (48,295) (96,649,519) (126,584,885) (48,426,645) 16,562,869 (76,625) 77,192,981 7,354,848 9,379,136 71,683,837 31,173,309 9,542,805

4,756,996 2,563 1,600,440 - - 4,594,452 (445,603) 1,559,251 (5,924,619) (100,153) (1,398,562) - - (7,871,036) - - 200,907 208,037 292,472 329,505 29,088 9,485 1,483,966 61,253 (1,052,775) (64,291) (504,606) (11,784) (2,335) (1,066,904) (1,990,011) (174,836)

*Man GLG Cred-Eq Alternative was fully redeemed on 29 June 2017.



53

Man GLG Global


Total Return

Man GLG Innovation

Equity Alternative

**Man GLG Global

Fundamental Equity

#Man NewSmith UK

Equity Alternative

US$ US$ € £ Cash flows from operating activities:�Net gain/(loss) for the period attributable to Redeemable Participating Shareholders

93,536,002 4,382,146 231,237 (1,808,915)

Adjustments to reconcile net gain/(loss) for the period attributable to Redeemable Participating Shareholders to net cash (used in)/provided by operating activities:Decrease/(increase) in due from brokers - (2,772,890) - (82,370)(Increase)/decrease in financial assets and liabilities at fair value through profit or loss: Equities and managed funds - (24,456,241) - (10,351,463) Interest bearing securities (1,749,328,422) (13,492,453) - (67,986,697) Derivatives (51,186,069) (649,467) - 1,523,284 (Increase)/decrease in interest receivable (1,830,945) (2,455) (676) - (Increase)/decrease in dividend receivable - (2,232) - (592,867)Decrease/increase in balances with brokers - collateral 1,438,469 (3,028,769) - (2,450,000)(Increase)/decrease in other assets (604,257) (44,309) (43,092) (14,772)Decrease/(increase) in balances due to brokers - collateral 32,520,425 - - 1,217,878 (Decrease)/increase in due to brokers 41,649,181 784,398 - 18,598 Increase in due to shareholders 2,083,001 2,445 - - Increase/(decrease) in performance fees payable (554,843) 434,186 - 55,984 Increase/(decrease) in management fees payable 979,545 37,581 - 144,933 Increase/(decrease) in interest payable 629,859 - - 3,138 Increase/(decrease) in dividend payable - 17,234 - 296,980 Increase/(decrease) in accrued expenses and other liabilities 912,375 44,682 52,071 30,936 Net cash (used in)/provided by operating activities (1,629,755,679) (38,746,144) 239,540 (79,995,353)

Cash flows from financing activities:Issue of Redeemable Participating Shares 1,955,556,561 47,208,489 19,349,184 122,252,582 Redemption of Redeemable Participating Shares (209,589,260) (18,663,768) (19,581,421) - Net cash provided by/(used in) financing activities 1,745,967,301 28,544,721 (232,237) 122,252,582

Net increase/(decrease) in cash and cash equivalents 116,211,622 (10,201,423) 7,303 42,257,229

Cash and cash equivalents at the beginning of the period 16,364,858 20,000,000 1,000 -

Cash and cash equivalents at the end of the period 132,576,480 9,798,577 8,303 42,257,229

Cash and cash equivalents at the end of the period consists of:Cash and cash equivalents 1,759,786,715 5,381,918 18,423,477 124,184,376 Balances with brokers - without collateral 30 4,998,864 1,523 20,389,440 Balances due to brokers - without collateral (1,627,210,265) (582,205) (18,416,697) (102,316,587)Cash and cash equivalents at the end of the period 132,576,480 9,798,577 8,303 42,257,229

Supplemental disclosure of cash flow informationDividend received (net of withholding tax) - 141,447 81,147 637 Dividend paid on short securities - (145,879) (85,966) (603,362)Interest received (net of withholding tax) 12,851,328 25,450 192 - Interest paid (2,958,078) (25,012) (37,126) (28,758)

**Man GLG Global Fundamental Equity ceased operations on 31 May 2017. # Man NewSmith UK Equity Alternative commenced operations on 7 June 2017.

Man Funds VI plc Condensed notes to the unaudited financial statements For the six month period ended 30 June 2018

54

1. General Man Funds VI plc (the “Fund”) was incorporated as an investment company with variable capital and segregated liability between sub-funds under the laws of Ireland as a public limited company on 28 November 2007 under registration number 449860. The Fund has been authorised by the Central Bank of Ireland (the “Central Bank”) as an Undertaking for Collective Investment in Transferable Securities (“UCITS”), pursuant to the European Communities (Undertaking for Collective Investment in Transferable Securities) Regulations 2011 (as amended) (the “UCITS Regulations”) and Central Bank (Supervision and Enforcement) Act 2013 (Section 48(1)) (Undertakings for Collective Investment in Transferable Securities) Regulations 2015 (the "Central Bank UCITS Regulations"). The Fund’s investment manager is GLG Partners LP for Man GLG Portfolios, AHL Partners LLP for Man AHL Portfolios, Numeric Investors LLC for Numeric Portfolios and Man Solutions Limited for Man Solution Portfolios (the “Investment Managers”). The Fund’s registered office is at 70 Sir John Rogerson’s Quay, Dublin, Ireland. The Fund has no employees. The Fund is structured as an umbrella fund with segregated liability between sub-funds (each a “Portfolio”) which means that different Portfolios may be created from time to time by the Directors with the approval of the Central Bank. Each Portfolio will be represented by a different series of Redeemable Participating Shares (the “Shares”) and will be invested in accordance with the investment objectives and policies applicable to such Portfolio. As at 30 June 2018 the Fund was comprised of nineteen Portfolios. Man GLG Portfolios Man GLG European Alpha Alternative, Man GLG Alpha Select Alternative, Man GLG European Equity Alternative, Man GLG Global Equity Alternative (ceased operations 9 January 2018), Man GLG Cred-Eq Alternative (ceased operations on 29 June 2017), Man GLG European Mid-Cap Equity Alternative, Man GLG Unconstrained Emerging Equity, Man GLG Global Emerging Markets Debt Total Return, Man GLG Innovation Equity Alternative, Man GLG Global Fundamental Equity (ceased operations on 31 May 2017) and Man NewSmith UK Equity Alternative (commenced operations on 7 June 2017). Man AHL Portfolios Man AHL Multi Strategy Alternative, Man AHL Directional Equities Alternative (ceased operations on 30 September 2016), Man AHL TargetRisk and Man AHL Volatility Alternative (ceased operations on 4 August 2017). Numeric Portfolio Man Numeric Market Neutral Alternative. Man Solutions Portfolio Man Alternative Style Risk Premia (commenced operations on 17 October 2017). All Classes of Redeemable Participating Shares are together referred to as the ‘‘Redeemable Participating Shares’’ or ‘‘Shares’’. As at 30 June 2018, the following Portfolios were registered with Swiss Financial Market Supervisory Authority FINMA: Man GLG Alpha Select Alternative, Man GLG European Equity Alternative, Man AHL Multi Strategy Alternative, Man AHL TargetRisk, Man Numeric Market Neutral Alternative, Man GLG European Mid-Cap Equity Alternative, Man GLG Unconstrained Emerging Equity, Man GLG Global Emerging Markets Debt Total Return, Man GLG Innovation Equity Alternative and Man Alternative Style Risk Premia. The investment objectives and policies of each active Portfolio are detailed below. Man GLG European Alpha Alternative Man GLG European Alpha Alternative’s investment objective is to provide a positive absolute return for investors while maintaining a low volatility, regardless of market conditions, through stock selection and the utilising of long/short strategies. The Portfolio invests primarily in securities of issuers in Europe or of issuers which derive a substantial part of their revenues from activities in Europe. The Portfolio invests predominantly in common stocks and other equity and equity linked instruments of such issuers, including, without limitation, equity derivatives. As at 30 June 2018, Class DN EUR, Class DN H GBP, Class DN H USD, Class IN EUR, Class IN H GBP, Class IN H USD and Class INU EUR were in operation. Man GLG Alpha Select Alternative Man GLG Alpha Select Alternative’s investment objective is to provide investors with positive returns through investments primarily in the United Kingdom securities markets. The Portfolio invests primarily in common stock and other equity and equity-linked securities (which may include but are not limited to such instruments as options and swaps) of issuers in the United Kingdom or of issuers which derive a substantial part of their revenues from activities in the United Kingdom and may invest the remainder in equity and equity linked securities of issuers and on markets located outside the United Kingdom. Although it is not intended to provide for any geographic or sectorial specialisation other than the above, it is anticipated that the Portfolio’s investments will primarily be in mid and large capitalisation companies including companies in the FTSE 100 Index. As at 30 June 2018, Class DL GBP, Class DL H EUR, Class DL H USD, Class IL GBP, Class IL GBP Dist, Class IL H EUR, Class IL H EUR Dist, Class IL H SEK, Class IL H USD, Class IL H USD Dist and IL U GBP were in operation.

Man Funds VI plc Condensed notes to the unaudited financial statements (continued) For the six month period ended 30 June 2018

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1. General (continued) Man GLG European Equity Alternative Man GLG European Equity Alternative’s investment objective is to provide investors with positive returns primarily through investments in issuers in Europe and of issuers which derive a substantial part of their revenues from activities in Europe. The Portfolio’s policy is to achieve those returns through investments in short, medium and, to a lesser extent, long-term investment opportunities. This policy will be pursued through a strategy of active trading with the Portfolio primarily investing in listed equities including, without limitation, common stock and other equity and equity-linked securities (which may include, but are not limited to, such instruments as options and swaps), of issuers in Europe and of issuers which derive a substantial part of their revenues from activities in Europe. As at 30 June 2018, Class DN EUR, Class DN H CHF, Class DN H GBP, Class DN H NOK, Class DN H SEK, Class DN H USD, Class DN U EUR, Class IN EUR, Class IN H GBP, Class IN H SEK, Class IN H USD, Class INU EUR, Class INZ EUR, Class INZ EUR Dist, INZ H CHF Dist, INZ H GBP Dist, INZ H USD and INZ H USD Dist were in operation. Man GLG Global Equity Alternative Man GLG Global Equity Alternative’s investment objective was to provide investors with positive returns through investments in a global range of issuers with a diversified regional allocation. The Portfolio’s policy was to achieve those returns through investments in short, medium and, to a lesser extent, long-term investment opportunities globally. This policy was pursued through a strategy of active trading with the Portfolio primarily investing in listed equities globally including, without limitation, common stock and other equity and equity-linked securities (which may include, but are not limited to, such instruments as options and swaps). The Portfolio sought to apply a long/short investment strategy and the Investment Manager might utilise synthetic short positions where it deemed it appropriate in its sole discretion based on the opportunities in the market and the extent to which the Investment Manager believed that there were overvalued issuers or issuers which might fall in value. The Portfolio was not having a set long/short ratio. The Portfolio ceased operations on 9 January 2018. Man AHL Multi Strategy Alternative Man AHL Multi Strategy Alternative aims to achieve medium-term capital growth in all market conditions by being broadly diversified along system styles, asset classes, regions, and time horizons. The Portfolio will seek to achieve its objective by allocating all or substantially all of its assets in accordance with the AHL Multi-Strategy Programme (as described in further detail in the Prospectus). As at 30 June 2018, Class DN USD, Class DN H EUR, Class DN H GBP, Class IN USD, Class IN H CHF, Class IN H EUR, Class IN H GBP and Class IN H SEK were in operation. Man AHL TargetRisk The Man AHL TargetRisk Portfolio aims to generate capital growth over the medium to long term. The Portfolio seeks to achieve its objective by allocating all or substantially all of its assets in accordance with a proprietary quantitative model, the ‘Man TargetRisk’ strategy, by providing dynamic long only exposure to a range of assets and to provide an excess return stream with a stable level of volatility regardless of market conditions. As at 30 June 2018, Class D USD, Class D H CHF, Class D H EUR, Class D H SEK, Class I USD, Class I H CHF, Class I H EUR, Class I H GBP, Class I H JPY, Class I H SEK and Class INU USD were in operation. Man GLG European Mid-Cap Equity Alternative The Portfolio’s investment objective is to seek to provide an attractive risk-adjusted total return, through appreciation and income. The Portfolio will seek to achieve these returns primarily through long and synthetically short investments in equity securities or equity derivatives. The Portfolio may invest up to 20% of its Net Asset Value in emerging markets or in currencies of Organisation for Economic Co-Ordination and Development (‘‘OECD’’) countries and/or derivatives. As at 30 June 2018, Class DN EUR, Class DN H USD, Class DNY EUR, Class IN EUR, Class IN F EUR, Class INF H GBP, Class INF H USD, Class IN H GBP, Class IN H SEK and Class IN H USD were in operation.


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1. General (continued) Man Numeric Market Neutral Alternative Man Numeric Market Neutral Alternative’s investment objective is to earn an average return on investment, after fees, which is appreciably higher than the total return (assuming reinvestment of dividends) in USD of the Merrill Lynch 91-day Treasury Bills Index. The Portfolio will seek to apply a long/short investment strategy and intends to invest in derivatives providing long and “synthetic short” positions. As at 30 June 2018, Class DN USD, Class DN H EUR, Class IN USD, Class IN H EUR, Class IN H SEK, Class INU USD, Class INU H EUR and Class INU H GBP Dist were in operation. Man GLG Unconstrained Emerging Equity Man GLG Unconstrained Emerging Equity’s investment objective is to achieve capital gains in the medium to long-term, through investment in emerging market equities. The Portfolio will seek to achieve the above objective primarily through investment in emerging market equities. Such equities will generally be listed or traded on Recognised Markets in emerging markets worldwide and the Portfolio will not have a particular sectoral, industry or market capitalisation focus. As at 30 June 2018, Class D C USD, Class DF C EUR, Class DF C USD, Class I C SEK, Class I C USD, Class IF C EUR, Class IF C GBP, Class IF C SEK and Class IF C USD were in operation. Man GLG Global Emerging Markets Debt Total Return Man GLG Global Emerging Markets Debt Total Return’s investment objective is to achieve a return in all market conditions over the long term primarily through investment in a portfolio of fixed income securities denominated in local currency. As at 30 June 2018, Class D USD, Class D H CHF, Class D H EUR, Class D H GBP, Class D H NOK, Class DL USD, Class DL H EUR, Class DMF USD, Class DMF H EUR, Class DR USD Dist, Class DY USD, Class DY H EUR, Class I USD, Class I USD Dist, Class I H AUD, Class I H CHF, Class I H EUR, Class I H EUR Dist, Class I H GBP, Class I H SEK, Class IL USD, Class IL H EUR, Class IMF USD, Class IMF USD Dist, Class IMF H EUR, Class IMF H EUR Dist and Class IMF H GBP Dist were in operation. Man GLG Innovation Equity Alternative Man GLG Innovation Equity Alternative’s investment objective is to provide investors with absolute returns by taking both long and short positions in equities issued by companies globally. The Portfolio will seek to apply a long/short investment strategy and intends to take full advantage of the ability to invest in derivatives providing long and “synthetic short” positions. As at 30 June 2018, Class DN USD, Class DNF USD, Class DNF H EUR, Class DN H CHF, Class DN H EUR, Class IN USD, Class INF USD, Class INF H EUR, Class INF H GBP, Class IN H CHF, Class IN H EUR, Class IN H GBP, Class IN H SEK, Class INU H EUR and Class INU H GBP were in operation. As at 30 June 2018, the Portfolio does not have any exposure to indices.

Man NewSmith UK Equity Alternative Man NewSmith UK Equity Alternative’s investment objective is to maximise absolute returns. The Portfolio will seek to achieve its objective by employing a long/short equity strategy. As at 30 June 2018, Class IN GBP, Class IX E GBP and Class IX H JPY were in operation. Man Alternative Style Risk Premia Man Alternative Style Risk Premia’s investment objective is to achieve medium-term absolute returns in all market conditions across liquid asset classes. The Portfolio will seek to achieve its objective by allocating all or substantially all of its assets in accordance with the Styles and Strategies adopted such as by investing all or part of the net proceeds of Shares in transferable securities listed or traded on Recognised Markets. As at 30 June 2018, Class D USD, Class I USD, Class I H CHF, Class I H EUR, Class I H GBP, Class I H JPY, Class I H SEK and Class INU H EUR were in operation.

2. Significant accounting policies

Accounting convention (a)The unaudited financial statements are prepared in accordance with IAS 34 International Accounting Standard 34: Interim Financial Reporting (‘‘IAS 34’’) as adopted by the European Union ("EU"). The unaudited financial statements have been prepared using the historical cost basis except for financial assets and liabilities held at fair value through profit or loss which have been measured at fair value. The unaudited financial statements do not include all the information and disclosures required in the annual financial statements, and should be read in conjunction with the Fund’s audited annual financial statements as at 31 December 2017 which have been prepared in accordance with International Financial Reporting Standards (‘‘IFRS’’) as adopted by the European Union.


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2. Significant accounting policies (continued)

Accounting convention (continued) (a)These unaudited interim financial statements have been compiled using accounting policies, methods of computation and presentation which are consistent with the audited annual financial statements for the year ended 31 December 2017, unless otherwise stated. The preparation of unaudited financial statements in accordance with IFRS requires management to make judgements, estimates and assumptions that affect the amounts reported and disclosures made in these unaudited financial statements and accompanying notes, including certain valuation assumptions. Uncertainty about these assumptions and estimates could result in outcomes that require a material adjustment to the carrying amount of assets or liabilities in the future. The combined company balances are expressed in US$, being the presentation currency of the Fund as a whole. For combined company balances in unaudited statement of financial position, the non US$ Portfolios are translated using the exchange rate at the date of unaudited statement of financial position. For combined company balances in unaudited statement of comprehensive income, the non US$ Portfolios are translated at the average exchange rate prevailing during the period. The combined subscriptions and redemptions in the unaudited statement of changes in net assets are also translated at the average rate prevailing during the current period. The translation loss resulting from the preparation of the combined company balances in the unaudited financial statements amounting to US$99,708,752 (30 June 2017,gain of US$134,365,520) has been shown in the combined company column of unaudited statement of comprehensive income. The gain/(loss) does not have any effect on the individual Portfolios.

Changes in accounting policy and disclosure (b)The accounting policies adopted in the preparation of the unaudited financial statements are consistent with those followed in the preparation of the Fund’s audited financial statements for the year ended 31 December 2017, except for the adoption of new standards an interpretations effective on the dates described below. New Standards, interpretations and amendments adopted by the Fund: IFRS 9 - Financial Instruments: Classification and Measurement The Fund has adopted IFRS 9 Financial Instruments: Classification and Measurement on its effective date of 1 January 2018. IFRS 9 replaces IAS 39 Financial Instruments: Recognition and Measurement and introduces new requirements for classification and measurement, impairment and hedge accounting. IFRS 9 is not applicable to items that have already been derecognised at 1 January 2018, the date of initial application. The adoption of IFRS 9 has not had a material effect on the classification and measurement of the Fund’s financial assets or liabilities. The Fund has assessed the classification of financial instruments as at 1 January 2018. Based on that assessment, all financial assets previously held at fair value continue to be measured at fair value. Financial assets are acquired for the purpose of generating short-term profit. Therefore, they meet the held-for-trading criteria and are required to be measured at fair value through profit or loss. The classification of financial liabilities under IFRS 9 remains broadly the same as under IAS 39. A financial liability is measured at fair value through profit or loss if it meets the definition of held for trading. The Fund includes in this category, derivative contracts in a liability position and equity and debt positions sold short since they are classified as held for trading. The main impact of measurement from the classification of liabilities under IFRS 9 relates to the element of gains or losses for financial liabilities designated as at fair value through profit or loss attributable to changes in credit risk. IFRS 9 requires that such element be recognised in other comprehensive income, unless this treatment creates or enlarges an accounting mismatch in profit or loss, in which case, all gains and losses on that liability (including the effects of changes in credit risk) should be presented in net gain/(loss) on financial assets and liabilities at fair value through profit or loss. IFRS 15 - Revenue from Contracts with Customers The Fund has adopted IFRS 15 Revenue from Contracts with Customers on its effective date of 1 January 2018. The adoption of IFRS 15 has had no impact on the financial statements of the Fund. IFRIC Interpretation 23 - Uncertainty over Income Tax Treatment The interpretation addresses the accounting for income taxes when tax treatments involve uncertainty that affects the application of IAS 12 and does not apply to taxes or levies outside the scope of IAS 12, nor does it specifically include requirements relating to interest and penalties associated with uncertain tax treatments. The interpretation specifically addresses the following: • Whether an entity considers uncertain tax treatments separately; • The assumptions an entity makes about the examination of tax treatments by taxation authorities; • How an entity determines taxable profit (tax loss), tax bases, unused tax losses, unused tax credits and tax rates; • How an entity considers changes in facts and circumstances. An entity must determine whether to consider each uncertain tax treatment separately or together with one or more other uncertain tax treatments. The approach that better predicts the resolution of the uncertainty should be followed. The interpretation is effective for annual reporting periods beginning on or after 1 January 2019, but certain transition reliefs are available. Management is currently assessing the impact to the Protected Cell’s financial statements. At the date of authorisation of the unaudited financial statements there were a number of other Standards and Interpretations which were in issue but not yet effective. Management anticipate that the adoption of these Standards and Interpretations in future periods will have no material impact on the unaudited financial statements of the Fund.


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3. Cash and cash equivalents, balances with brokers and balances due from/to brokers At the period end, amounts disclosed as cash and cash equivalents, balances with brokers and balances due to brokers were held at the Bank of New York Mellon (London Branch), Bank of America Merrill Lynch, Bank of Nova Scotia, Barclays Plc, BNP Paribas, Citibank N.A., Credit Suisse AG Ireland, Credit Suisse Securities (Europe) Limited, Deutsche Bank AG, Goldman Sachs International, HSBC Bank Plc, JP Morgan Securities Plc, Nomura Holdings, Morgan Stanley & Co. International Plc, Societe Generale, Standard Chartered and UBS AG. These include amounts transferred as collateral against open derivatives, deposits held at call with banks and, other short term highly liquid investments with original maturities of three months or less. Included in cash and cash equivalents balances at 30 June 2018 are US T-bills with a fair value of €44,959,500 (cost: €44,933,404) (31 December 2017: €Nil (cost: €Nil)) for Man GLG Alpha Select Alternative , a fair value of US$6,987,226 (cost: US$6,959,790) (31 December 2017: US$Nil (cost: US$Nil)) for Man AHL Multi Strategy Alternative, a fair value of US$4,992,406 (cost: US$4,987,365 ) (31 December 2017: US$19,948,591 (cost: US$19,945,672)) for Man AHL TargetRisk, a fair value of US$333,036,402 (cost: US$332,048,641) (31 December 2017: US$522,535,224 (cost: US$521,103,961)) for Man GLG Global Emerging Markets Debt Total Return, a fair value of US$ 12,980,255 (cost: US$12,945,097 ) (31 December 2017 : US$11,990,673 (cost: US$11,969,539)) for Man GLG Innovation Equity Alternative and US$9,990,339 (cost: US$ 9,973,570) (31 December 2017: US$Nil (cost: US$Nil)) for Man Alternative Style Risk Premia. The portions of balances with brokers represented by collateral as at 30 June 2018 and as at 31 December 2017 were:

30 June 2018 31 December 2017Man GLG European Alpha Alternative €375,383 -Man GLG Alpha Select Alternative £33,301,761 £1,072,945Man GLG European Equity Alternative €123,089,280 €59,213,665Man GLG Global Equity Alternative €137,700 €2,511,610Man AHL Multi Strategy Alternative US$12,464,667 - Man AHL TargetRisk US$8,920,746 - Man GLG European Mid-Cap Equity Alternative €35,734,111 €41,509,416Man GLG Unconstrained Emerging Equity US$16,451,031 US$410,774 Man GLG Global Emerging Markets Debt Total Return US$54,748,298 US$105,240,427 Man GLG Innovation Equity Alternative US$9,469,667 US$1,493,246 Man NewSmith UK Equity Alternative £74,477 £74,100

4. Financial assets and liabilities at fair value through profit or loss Fair value of financial instruments The Fund classifies fair value measurements using a fair value hierarchy that reflects the significance of the inputs used in determining the measurements in line with IFRS 13.

The fair value hierarchy has the following levels:

• Level 1 - Quoted market price in an active market for an identical instrument. • Level 2 - Valuation techniques based on observable inputs. This category includes instruments valued using: quoted market

prices in active markets for similar instruments; quoted prices for similar instruments in markets that are considered less than active; or other valuation techniques where all significant inputs are directly or indirectly observable from market data.

• Level 3 - Valuation techniques using significant unobservable inputs. This category includes all instruments where the valuation technique includes inputs not based on observable data and the unobservable inputs could have a significant impact on the instrument’s valuation. This category includes instruments that are valued based on quoted prices for similar instruments where significant unobservable adjustments or assumptions are required to reflect differences between the instruments.

Valuation techniques Listed or publicly traded investment in equity and debt securities, managed funds and derivatives When fair values of listed securities and debt securities at the reporting date, as well as publicly traded derivatives, are based on quoted market prices or binding dealer price quotations, without any deduction for transaction costs, the instruments are included within Level 1 of the hierarchy.

Unlisted debt securities and treasury bills The Fund invests in debt securities, corporate and government bonds and treasury securities. In the absence of a quoted price in an active market, they are valued using observable inputs such as recently executed transaction prices in securities of the issuer or comparable issuers and yield curves. Adjustments are made to the valuations when necessary to recognise differences in the instruments terms. To the extent that the significant inputs are observable, the Fund categorises these investments as Level 2. Over-the-counter derivatives The Fund uses widely recognised valuation models for determining fair values of over-the-counter interest rate swaps, currency swaps and forward foreign exchange contracts. The most frequently applied valuation techniques include forward pricing and swap models, using present value calculations. The models incorporate various inputs including both credit and debit valuation adjustments for counterparty and own credit risk, foreign exchange spot and forward rates and interest rate curves. For these financial instruments, significant inputs into models are market observable and are included within Level 2.


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4. Financial assets and liabilities at fair value through profit or loss (continued)

Fair value of financial instruments (continued) Valuation techniques (continued)

Unlisted equity investments The Fund invests in private equity companies which are not quoted in an active market. Transactions in such investments do not occur on a regular basis. The Fund uses a market based valuation technique for these positions. The Investment Manager determines comparable public companies (peers) based on industry, size, leverage and strategy, and calculates an appropriate earnings multiple for each comparable company identified. The multiple is calculated by dividing the enterprise value of the comparable company by an earnings measure. The trading multiple is then discounted for considerations such as illiquidity and size differences between the comparable companies based on company-specific facts and circumstances. The discounted multiple is applied to the corresponding earnings measure of the investee company to measure the fair value. The Fund classifies the fair value of these investments as Level 3. For all other financial instruments, fair value is determined using valuation techniques. Valuation techniques include net present value techniques, comparison to similar instruments for which market observable prices exist, options pricing models and other relevant valuation models. The following tables summarise the financial instruments at fair value through profit or loss as at 30 June 2018 and 31 December 2017 and the financial instruments measured at fair value in the unaudited statement of financial position grouped into the fair value hierarchy: Man GLG European Alpha Alternative30 June 2018 Level 1 Level 2 Level 3 Total Fair Value

€ € € € Financial assets at fair value through profit or lossHeld for Trading:Equities and managed funds Equities 37,686,226 - - 37,686,226 Total equities and managed funds 37,686,226 - - 37,686,226

Derivatives Contracts for difference - unfunded - 1,861,957 - 1,861,957 Futures contract 35,134 - - 35,134 Forward currency contracts - 55,651 - 55,651 Total derivatives 35,134 1,917,608 - 1,952,742

Total financial assets at fair value through profit or loss 37,721,360 1,917,608 - 39,638,968

Financial liabilit ies at fair value through profit or lossHeld for Trading:Derivatives Contracts for difference - unfunded - (813,528) - (813,528) Forward currency contracts - (2,246) - (2,246)Total derivatives - (815,774) - (815,774)

Total financial liabilit ies at fair value through profit or loss - (815,774) - (815,774)

31 December 2017Financial assets at fair value through profit or lossHeld for Trading:Equities and managed funds Equities 52,365,902 - - 52,365,902 Preferred stock 1,471,584 - - 1,471,584 Total equities and managed funds 53,837,486 - - 53,837,486

Derivatives Contracts for difference - unfunded - 1,940,603 - 1,940,603 Futures contracts 44,400 - - 44,400 Forward currency contracts - 17,270 - 17,270 Total derivatives 44,400 1,957,873 - 2,002,273



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4. Financial assets and liabilities at fair value through profit or loss (continued) Fair value of financial instruments (continued) Man GLG European Alpha Alternative (continued) 31 December 2017 (continued) Level 1 Level 2 Level 3 Total Fair Value

€ € € € Financial liabilit ies at fair value through profit or lossHeld for Trading:Derivatives Contracts for difference - unfunded - (971,598) - (971,598) Forward currency contracts - (434,278) - (434,278) Futures contracts (65,238) - - (65,238)Total derivatives (65,238) (1,405,876) - (1,471,114)

Total financial liabilit ies at fair value through profit or loss (65,238) (1,405,876) - (1,471,114)

Man GLG Alpha Select Alternative30 June 2018 £ £ £ £ Financial assets at fair value through profit or lossHeld for Trading:Equities and managed funds Collective investment scheme 336,099 - - 336,099 Equities 4,110,904 - - 4,110,904 Total equities and managed funds 4,447,003 - - 4,447,003

Interest bearing securities Government bonds 279,179,894 - - 279,179,894 Total interest bearing securities 279,179,894 - - 279,179,894

Derivatives Contracts for difference - unfunded - 15,519,552 - 15,519,552 Option contracts 179,800 - - 179,800 Futures contract 194,260 - - 194,260 Forward currency contracts - 1,926,504 - 1,926,504 Total derivatives 374,060 17,446,056 - 17,820,116


Financial liabilit ies at fair value through profit or lossHeld for Trading:Derivatives Contracts for difference - unfunded - (9,283,565) - (9,283,565) Forward currency contracts - (7,221) - (7,221)Total derivatives - (9,290,786) - (9,290,786)

Total financial liabilit ies at fair value through profit or loss - (9,290,786) - (9,290,786)


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4. Financial assets and liabilities at fair value through profit or loss (continued) Fair value of financial instruments (continued) Man GLG Alpha Select Alternative (continued)31 December 2017 Level 1 Level 2 Level 3 Total Fair Value

£ £ £ £ Financial assets at fair value through profit or lossHeld for Trading:Equities and managed funds Collective investment scheme 1,104,129 - - 1,104,129 Equities 992,633 - - 992,633 Total equities and managed funds 2,096,762 - - 2,096,762


Derivatives Contracts for difference - unfunded - 7,491,022 - 7,491,022 Option contracts 547,335 - - 547,335 Forward currency contracts - 211,991 - 211,991 Total derivatives 547,335 7,703,013 - 8,250,348


Financial liabilit ies at fair value through profit or lossHeld for Trading:Derivatives Contracts for difference - unfunded - (2,821,465) - (2,821,465) Futures contracts (1,046,933) - - (1,046,933) Forward currency contracts - (836,676) - (836,676)Total derivatives (1,046,933) (3,658,141) - (4,705,074)

Total financial liabilit ies at fair value through profit or loss (1,046,933) (3,658,141) - (4,705,074)

Man GLG European Equity Alternative30 June 2018 € € € € Financial assets at fair value through profit or lossHeld for Trading:Equities and managed funds Equities 779,646,002 - - 779,646,002 Exchange traded funds 8,349,763 - - 8,349,763 Real estate investment trusts 14,275,903 - - 14,275,903 Total equities and managed funds 802,271,668 - - 802,271,668

Derivatives Contracts for difference - unfunded - 103,638,203 11,877 103,650,080 Option contracts 4,779,199 26,604,925 103,062 31,487,186 Forward currency contracts - 724,766 - 724,766 Futures contracts 2,761,755 - - 2,761,755 Total return swaps - 55,341 - 55,341 Warrants 2,274 - - 2,274 Total derivatives 7,543,228 131,023,235 114,939 138,681,402

Total financial assets at fair value through profit or loss 809,814,896 131,023,235 114,939 940,953,070


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4. Financial assets and liabilities at fair value through profit or loss (continued) Fair value of financial instruments (continued) Man GLG European Equity Alternative (continued) 30 June 2018 (continued) Level 1 Level 2 Level 3 Total Fair Value

€ € € € Financial liabilit ies at fair value through profit or lossHeld for Trading:Derivatives Contracts for difference - unfunded - (98,868,291) (20,341) (98,888,632) Option contracts (1,505,231) (34,736,104) - (36,241,335) Futures contracts (160,974) - - (160,974) Forward currency contracts - (6,834,305) - (6,834,305)Total derivatives (1,666,205) (140,438,700) (20,341) (142,125,246)

Total financial liabilit ies at fair value through profit or loss (1,666,205) (140,438,700) (20,341) (142,125,246)

31 December 2017Financial assets at fair value through profit or lossHeld for Trading:Equities and managed funds Equities 533,117,626 - - 533,117,626 Exchange traded funds 5,925,642 - - 5,925,642 Real estate investment trusts 1,118,900 - - 1,118,900 Preferred stock 532,640 - - 532,640 Total equities and managed funds 540,694,808 - - 540,694,808

Derivatives Contracts for difference - unfunded - 63,328,292 25 63,328,317 Option contracts 6,254,345 23,205,067 103,062 29,562,474 Forward currency contracts - 9,405,297 - 9,405,297 Futures contracts 1,974,837 - - 1,974,837 Warrants 29,548 - - 29,548 Total derivatives 8,258,730 95,938,656 103,087 104,300,473

Total financial assets at fair value through profit or loss 548,953,538 95,938,656 103,087 644,995,281

Financial liabilit ies at fair value through profit or lossHeld for Trading:Derivatives Contracts for difference - unfunded - (68,864,537) (8,721) (68,873,258) Option contracts (205,468) (50,001,135) - (50,206,603) Futures contracts (3,452,063) - - (3,452,063) Forward currency contracts - (2,080,662) - (2,080,662) Total return swaps - (202,969) - (202,969)Total derivatives (3,657,531) (121,149,303) (8,721) (124,815,555)


Man GLG Global Equity AlternativeMan GLG Global Equity Alternative ceased operations on 9 January 2018. Hence, there are no investments as at 30 June 2018.

31 December 2017 € € € € Financial assets at fair value through profit or lossHeld for Trading:Equities and managed funds Equities 7,370,514 - - 7,370,514 Total equities and managed funds 7,370,514 - - 7,370,514


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Fair value of financial instruments (continued) Man GLG Global Equity Alternative (continued)31 December 2017 (continued) Level 1 Level 2 Level 3 Total Fair Value

€ € € € Financial assets at fair value through profit or loss (continued)Held for Trading:Derivatives Contracts for difference - unfunded - 607,405 - 607,405 Forward currency contracts - 176,797 - 176,797 Warrants 11,611 - - 11,611 Option contracts 1 - - 1 Total derivatives 11,612 784,202 - 795,814

Total financial assets at fair value through profit or loss 7,382,126 784,202 - 8,166,328

Financial liabilit ies at fair value through profit or lossHeld for Trading:Derivatives Contracts for difference - unfunded - (663,983) (2,400) (666,383) Forward currency contracts - (201,775) - (201,775)Total derivatives - (865,758) (2,400) (868,158)

Total financial liabilit ies at fair value through profit or loss - (865,758) (2,400) (868,158)

Man AHL Multi Strategy Alternative30 June 2018 US$ US$ US$ US$ Financial assets at fair value through profit or lossHeld for Trading:Interest bearing securities Government bonds 10,936,120 - - 10,936,120 Total interest bearing securities 10,936,120 - - 10,936,120

Derivatives Forward currency contracts - 8,006,363 - 8,006,363 Contracts for difference - unfunded - 7,067,802 113 7,067,915 Futures contracts 2,356,065 - - 2,356,065 Option contracts 87,507 41,813 - 129,320 Total derivatives 2,443,572 15,115,978 113 17,559,663

Total financial assets at fair value through profit or loss 13,379,692 15,115,978 113 28,495,783

Financial liabilit ies at fair value through profit or lossHeld for Trading:Derivatives Forward currency contracts - (7,535,022) - (7,535,022) Contracts for difference - unfunded - (6,072,010) (7,006) (6,079,016) Option contracts (1,727,526) (818,869) - (2,546,395) Futures contracts (692,249) - - (692,249)Total derivatives (2,419,775) (14,425,901) (7,006) (16,852,682)


31 December 2017Financial assets at fair value through profit or lossHeld for Trading:Interest bearing securities Government bonds 25,953,041 - - 25,953,041 Total interest bearing securities 25,953,041 - - 25,953,041

Derivatives Forward currency contracts - 11,708,854 - 11,708,854 Contracts for difference - unfunded - 9,033,572 - 9,033,572 Futures contracts 2,633,688 - - 2,633,688 Option contracts 360,840 36,147 - 396,987 Total derivatives 2,994,528 20,778,573 - 23,773,101



64


Fair value of financial instruments (continued)

Man AHL Multi Strategy Alternative (continued)31 December 2017 (continued) Level 1 Level 2 Level 3 Total Fair Value

US$ US$ US$ US$ Financial liabilit ies at fair value through profit or lossHeld for Trading:Derivatives Forward currency contracts - (12,074,961) - (12,074,961) Contracts for difference - unfunded - (6,940,806) (8,431) (6,949,237) Option contracts (1,535,833) (1,764,442) - (3,300,275) Futures contracts (2,439,787) - - (2,439,787)Total derivatives (3,975,620) (20,780,209) (8,431) (24,764,260)


Man AHL TargetRisk 30 June 2018 Financial assets at fair value through profit or lossHeld for Trading:Interest bearing securities Government bonds 31,824,924 399,483,928 - 431,308,852 Total interest bearing securities 31,824,924 399,483,928 - 431,308,852

Derivatives Credit default swaps - 14,749,433 - 14,749,433 Forward currency contracts - 3,041,390 - 3,041,390 Total return swaps - 1,880,326 - 1,880,326 Futures contracts 4,023,242 - - 4,023,242 Total derivatives 4,023,242 19,671,149 - 23,694,391


Financial liabilit ies at fair value through profit or lossHeld for Trading:Derivatives Forward currency contracts - (1,576,305) - (1,576,305) Credit default swaps - (152,231) - (152,231) Futures contracts (4,139,416) - - (4,139,416)Total derivatives (4,139,416) (1,728,536) - (5,867,952)

Total financial liabilit ies at fair value through profit or loss (4,139,416) (1,728,536) - (5,867,952)

31 December 2017 Level 1 Level 2 Level 3 Total Fair Value Financial assets at fair value through profit or lossHeld for Trading:Interest bearing securities Government bonds 598,958 60,465,608 - 61,064,566 Total interest bearing securities 598,958 60,465,608 - 61,064,566

Derivatives Credit default swaps - 5,007,628 - 5,007,628 Forward currency contracts - 882,096 - 882,096 Total return swap - 643,870 - 643,870 Futures contracts 616,836 - - 616,836 Total derivatives 616,836 6,533,594 - 7,150,430



65

4. Financial assets and liabilities at fair value through profit or loss (continued) Fair value of financial instruments (continued) Man AHL TargetRisk (continued) 31 December 2017 (continued) Level 1 Level 2 Level 3 Total Fair Value

US$ US$ US$ US$ Financial liabilit ies at fair value through profit or lossHeld for Trading:Derivatives Forward currency contracts - (1,700,873) - (1,700,873) Credit default swaps - (1,330,978) - (1,330,978) Futures contracts (614,457) - - (614,457)Total derivatives (614,457) (3,031,851) - (3,646,308)


Man GLG European Mid-Cap Equity Alternative30 June 2018 Level 1 Level 2 Level 3 Total Fair Value

€ € € € Financial assets at fair value through profit or lossHeld for Trading:Equities and managed funds Equities 468,767,683 - - 468,767,683 Preferred stock 3,238,492 - - 3,238,492 Total equities and managed funds 472,006,175 - - 472,006,175





31 December 2017Financial assets at fair value through profit or lossHeld for Trading:Equities and managed funds Equities 444,228,488 - - 444,228,488 Total equities and managed funds 444,228,488 - - 444,228,488




66

4. Financial assets and liabilities at fair value through profit or loss (continued) Fair value of financial instruments (continued) Man GLG European Mid-Cap Equity Alternative (continued)31 December 2017 (continued) Level 1 Level 2 Level 3 Total Fair Value

€ € € € Financial liabilit ies at fair value through profit or lossHeld for Trading:Derivatives Contracts for difference - unfunded - (35,054,306) - (35,054,306) Forward currency contracts - (275,079) - (275,079)Total derivatives - (35,329,385) - (35,329,385)


Man Numeric Market Neutral Alternative Level 1 Level 2 Level 3 Total Fair Value 30 June 2018 US$ US$ US$ US$ Financial assets at fair value through profit or lossHeld for Trading:Equities and managed funds Equities 209,726,924 - - 209,726,924 Preferred stock 9,488,433 - - 9,488,433 Total equities and managed funds 219,215,357 - - 219,215,357

Derivatives Contracts for difference - unfunded - 7,744,699 - 7,744,699 Forward currency contracts - 13,981 - 13,981 Total derivatives - 7,758,680 - 7,758,680





Derivatives Contracts for difference - unfunded - 4,832,131 - 4,832,131 Forward currency contracts - 2,619,378 - 2,619,378 Total derivatives - 7,451,509 - 7,451,509





67

4. Financial assets and liabilities at fair value through profit or loss (continued) Fair value of financial instruments (continued) Man GLG Unconstrained Emerging Equity30 June 2018 Level 1 Level 2 Level 3 Total Fair Value

US$ US$ US$ US$ Financial assets at fair value through profit or lossHeld for Trading:Equities and managed funds Equities 62,065,165 - - 62,065,165 Promissory notes 727,724 - - 727,724 Total equities and managed funds 62,792,889 - - 62,792,889






31 December 2017Financial assets at fair value through profit or lossHeld for Trading:Equities and managed funds Equities 72,864,581 - - 72,864,581 Promissory notes 13,259,835 - - 13,259,835 Total equities and managed funds 86,124,416 - - 86,124,416







68

4. Financial assets and liabilities at fair value through profit or loss (continued) Fair value of financial instruments (continued) Man GLG Global Emerging Markets Debt Total Return30 June 2018 Level 1 Level 2 Level 3 Total Fair Value

US$ US$ US$ US$ Financial assets at fair value through profit or lossHeld for Trading:Interest bearing securities Government bonds 1,761,231,437 863,305,383 - 2,624,536,820 Corporate bonds - 84,979,600 - 84,979,600 Total interest bearing securities 1,761,231,437 948,284,983 - 2,709,516,420

Derivatives Forward currency contracts - 76,075,655 - 76,075,655 Credit default swaps - 87,491,031 - 87,491,031 Interest rate swaps - 118,197 - 118,197 Total derivatives - 163,684,883 - 163,684,883

Total financial assets at fair value through profit or loss 1,761,231,437 1,111,969,866 - 2,873,201,303

Financial liabilit ies at fair value through profit or lossHeld for Trading:Derivatives Credit default swaps - (5,223,804) - (5,223,804) Forward currency contracts - (61,247,920) - (61,247,920) Interest rate swaps - (16,096,648) - (16,096,648)Total derivatives - (82,568,372) - (82,568,372)


31 December 2017Financial assets at fair value through profit or lossHeld for Trading:Interest bearing securities Government bonds 1,975,719,736 282,127,187 - 2,257,846,923 Corporate bonds - 256,205,507 - 256,205,507 Total interest bearing securities 1,975,719,736 538,332,694 - 2,514,052,430

Derivatives Forward currency contracts - 49,876,636 - 49,876,636 Credit default swaps - 38,892,777 - 38,892,777 Interest rate swaps - 127,519 - 127,519 Total derivatives - 88,896,932 - 88,896,932

Total financial assets at fair value through profit or loss 1,975,719,736 627,229,626 - 2,602,949,362

Financial liabilit ies at fair value through profit or lossHeld for Trading:Derivatives Credit default swaps - (40,952,715) - (40,952,715) Forward currency contracts - (20,946,387) - (20,946,387) Interest rate swaps - (15,009,874) - (15,009,874)Total derivatives - (76,908,976) - (76,908,976)



69

4. Financial assets and liabilities at fair value through profit or loss (continued) Fair value of financial instruments (continued) Man GLG Innovation Equity Alternative30 June 2018 Level 1 Level 2 Level 3 Total Fair Value

US$ US$ US$ US$ Financial assets at fair value through profit or lossHeld for Trading:Equities and managed funds Equities 155,261,336 - - 155,261,336 Total equities and managed funds 155,261,336 - - 155,261,336


Derivatives Forward currency contracts - 718,216 - 718,216 Contracts for difference - unfunded - 4,321,301 - 4,321,301 Total return swaps - 435,797 - 435,797 Futures contracts 494,958 - - 494,958 Option contracts 101,025 - - 101,025 Total derivatives 595,983 5,475,314 - 6,071,297


Financial liabilit ies at fair value through profit or lossHeld for Trading:Derivatives Contracts for difference - unfunded - (5,768,760) - (5,768,760) Forward currency contracts - (256,097) - (256,097) Futures contracts (9,825) - - (9,825)Total derivatives (9,825) (6,024,857) - (6,034,682)


31 December 2017Financial assets at fair value through profit or loss € € € € Held for Trading:Equities and managed funds Equities 62,024,986 - - 62,024,986 Exchange traded funds 1,065,126 - - 1,065,126 Total equities and managed funds 63,090,112 - - 63,090,112


Derivatives Forward currency contracts - 1,924,886 - 1,924,886 Contracts for difference - unfunded - 943,882 - 943,882 Option contracts 55,680 - - 55,680 Total derivatives 55,680 2,868,768 - 2,924,448


Financial liabilit ies at fair value through profit or lossHeld for Trading:Derivatives Contracts for difference - unfunded - (2,817,259) - (2,817,259) Forward currency contracts - (501,817) - (501,817) Total return swap - (181,642) - (181,642) Futures contracts (30,398) - - (30,398)Total derivatives (30,398) (3,500,718) - (3,531,116)



70

4. Financial assets and liabilities at fair value through profit or loss (continued) Fair value of financial instruments (continued) Man NewSmith UK Equity Alternative30 June 2018 Level 1 Level 2 Level 3 Total Fair Value

£ £ £ £ Financial assets at fair value through profit or lossHeld for Trading:Equities and managed funds Equities 5,865,837 - - 5,865,837 Total equities and managed funds 5,865,837 - - 5,865,837


Derivatives Contracts for difference - unfunded - 4,099,327 - 4,099,327 Total derivatives - 4,099,327 - 4,099,327


Financial liabilit ies at fair value through profit or lossHeld for Trading:Derivatives Contracts for difference - unfunded - (3,453,456) - (3,453,456) Forward currency contracts - (626,327) - (626,327) Futures contract (43,800) - - (43,800)Total derivatives (43,800) (4,079,783) - (4,123,583)






Financial liabilit ies at fair value through profit or lossHeld for Trading:Derivatives Contracts for difference - unfunded - (1,666,565) - (1,666,565) Forward currency contracts - (467,224) - (467,224) Future contract (123,475) - - (123,475)Total derivatives (123,475) (2,133,789) - (2,257,264)



71

4. Financial assets and liabilities at fair value through profit or loss (continued) Fair value of financial instruments (continued) Man Alternative Style Risk Premia30 June 2018 Level 1 Level 2 Level 3 Total Fair Value

US$ US$ US$ US$ Financial assets at fair value through profit or lossHeld for Trading:Equities and managed funds Equities 101,252,241 - - 101,252,241 Total equities and managed funds 101,252,241 - - 101,252,241


Derivatives Forward currency contracts - 3,076,684 - 3,076,684 Contracts for difference - unfunded - 5,313,128 - 5,313,128 Futures contracts 841,311 - - 841,311 Total derivatives 841,311 8,389,812 - 9,231,123


Financial liabilit ies at fair value through profit or lossHeld for Trading:Derivatives Contracts for difference - unfunded - (955,075) - (955,075) Total return swaps - (804,948) - (804,948) Forward currency contracts - (3,448,849) - (3,448,849) Futures contracts (761,350) - - (761,350)Total derivatives (761,350) (5,208,872) - (5,970,222)


31 December 2017Financial assets at fair value through profit or lossHeld for Trading:Equities and managed funds Equities 18,998,924 - - 18,998,924 Real estate investment trust 1,302,349 - - 1,302,349 Total equities and managed funds 20,301,273 - - 20,301,273


Derivatives Forward currency contracts - 594,430 - 594,430 Total return swap - 575,312 - 575,312 Contracts for difference - unfunded - 281,265 - 281,265 Futures contracts 194,297 - - 194,297 Total derivatives 194,297 1,451,007 - 1,645,304



72


Fair value of financial instruments (continued)

Man Alternative Style Risk Premia (continued) 31 December 2017 (continued) Level 1 Level 2 Level 3 Total Fair Value

US$ US$ US$ US$ Financial liabilit ies at fair value through profit or lossHeld for Trading:Derivatives Contracts for difference - unfunded - (532,546) - (532,546) Forward currency contracts - (371,118) - (371,118) Futures contracts (193,213) - - (193,213)Total derivatives (193,213) (903,664) - (1,096,877)

Total financial liabilit ies at fair value through profit or loss (193,213) (903,664) - (1,096,877)

Short term balances are excluded from the tables as their carrying value at the period ended 30 June 2018 approximates to their fair value.

Investments are reviewed at each financial reporting point to ensure that they are correctly classified between Level 1, 2 and 3 in accordance with the fair value hierarchy outlined above. Where an investment’s characteristics change during the period and investments no longer meet the criteria of a given level, they are transferred into a more appropriate level at the end of relevant financial reporting period.

For the period ended 30 June 2018 and year ended 31 December 2017, there were no transfers between Level 1 and Level 2.

A reconciliation of the movements in Level 3 assets/liabilities for the period ended 30 June 2018 and year ended 31 December 2017 is set out below:

Man GLG European Equity Alternative30 June 2018 Equities and Interest bearing

managed funds securities Derivatives Total Fair Value€ € € €

Financial assets and liabilities at fair value through profit or loss:Opening balance - - 94,366 94,366 Total gains and losses- realised - - - - - unrealised - - 232 232 Purchases - - - - Sales - - - -Transfers into Level 3 - - - - Transfers out of Level 3 - - - - Closing Balance - - 94,598 94,598

31 December 2017Financial assets and liabilities at fair value through profit or loss:Opening balance - - 103,062 103,062 Total gains and losses- realised - - 167,079 167,079 - unrealised - - (8,696) (8,696)Purchases - - 25 25 Sales - - (167,104) (167,104)Transfers into Level 3 - - - - Transfers out of Level 3 - - - - Closing Balance - - 94,366 94,366


73

4. Financial assets and liabilities at fair value through profit or loss (continued) Fair value of financial instruments (continued) Man GLG Global Equity AlternativeMan GLG Global Equity Alternative ceased operations on 9 January 2018. Hence, there are no investments as at 30 June 2018.

31 December 2017 Equities and Interest bearingmanaged funds securities Derivatives Total Fair Value

€ € € €Financial assets and liabilities at fair value through profit or loss:Opening balance - - (104,814) (104,814)Total gains and losses- realised - - (55,130) (55,130)- unrealised - - 102,414 102,414 Purchases - - - - Sales - - 55,130 55,130 Transfers into Level 3 - - - - Transfers out of Level 3 - - - - Closing Balance - - (2,400) (2,400)

Man AHL Multi Strategy Alternative30 June 2018 US$ US$ US$ US$Financial assets and liabilities at fair value through profit or loss:Opening balance - - (8,431) (8,431)Total gains and losses- realised - - (3,816) (3,816)- unrealised - - 1,538 1,538 Purchases - - 3,655 3,655 Sales - - 161 161 Transfers into Level 3 - - - - Transfers out of Level 3 - - - - Closing Balance - - (6,893) (6,893)

31 December 2017Financial assets and liabilities at fair value through profit or loss:Opening balance - - - - Total gains and losses- realised - - - - - unrealised - - - - Purchases - - - - Sales - - - - Transfers into Level 3 - - (8,431) (8,431)Transfers out of Level 3 - - - - Closing Balance - - (8,431) (8,431)

During the year ended 31 December 2017, some positions were transferred into Level 3 because either they became illiquid or liquid depending on whether multiple broker quotes were available or not.


74

4. Financial assets and liabilities at fair value through profit or loss (continued) Fair value of financial instruments (continued) All net realised and unrealised gains/(losses) in the tables above are reflected in the accompanying unaudited statements of comprehensive income. Net amount of €516,057 (31 December 2017: €158,383) for Man GLG European Equity Alternative, €Nil (31 December 2017: (€43,578)) for Man GLG Global Equity Alternative and (US$2,278) (31 December 2017: (US$27,088)) for Man AHL Multi Strategy Alternative relates to those Level 3 financial instruments held by the Fund at 30 June 2018 and is reflected in net gains/(losses) on financial assets at fair value through profit or loss in the unaudited statement of comprehensive income. The fair value of investments classified within Level 3 is based on unobservable inputs that may be subject to significant variability. Because of the inherent uncertainty of valuation with respect to such investments, the Fund’s estimates of fair value may differ significantly from fair values that would have been used had observable inputs been available for the valuation of such investments, and the differences could be material. The table below discloses the valuation technique used in the valuation for Level 3 investments and quantifies the effect of significant unobservable inputs used to value investments that fall in this category. The ranges of these inputs are not representative of the appropriate inputs to use when calculating the fair value of any one Level 3 asset or liability. Accordingly, the ranges of inputs presented below do not represent uncertainty in, or possible ranges of fair value measurements of the Fund’s Level 3 assets/liabilities. Man GLG European Equity Alternative

Fair Value Valuation Unobservable 30 June 2018 € Technique Input RangeContracts for difference - unfunded (8,464) Estimated recovery None €Nil - €8,464Option contracts 103,062 Cost None No range

31 December 2017Contracts for difference - unfunded (8,696) Estimated recovery None €Nil - €8,696Option contracts 103,062 Cost None No range

Man GLG Global Equity Alternative31 December 2017Contracts for difference - unfunded (2,400) Estimated recovery None €Nil - €2,400

Man AHL Multi Strategy Alternative30 June 2018 US$Contracts for difference - unfunded (6,893) Cost None No range

31 December 2017Contracts for difference - unfunded (8,431) Cost None No range

The range of discounts disclosed above is the Investment Manager's assessment of the range of possible illiquidity discounts. The Investment Manager's Independent Pricing Committee has assessed that, based on the information available, there is no reason that the NAV provided by the underlying managed funds managers or their administrators should not represent the most appropriate basis for valuing these assets and therefore no fair value adjustment is applied. The impact of the range of possible unobservable impacts on the fair value of investments is a increase/decrease of up to €Nil (31 December 2017: €Nil) for Man GLG European Equity Alternative, €Nil (31 December 2017: €Nil) for Man GLG Global Equity Alternative and €Nil (31 December 2017: €Nil) for Man AHL Multi Strategy Alternative.


75

4. Financial assets and liabilities at fair value through profit or loss (continued) Forward currency contracts As part of its portfolio management techniques, the Fund may use forward contracts to economically hedge any non-functional currency exposure (although formal hedge accounting is not used). Forward contracts may also be used for trading purposes. Forward contracts entered into by the Fund represent a firm commitment to buy or sell an underlying asset, or currency at a specified value and point in time based upon an agreed or contracted quantity. Forward contracts may expose the Fund to the risks associated with the absence of an exchange market on which to close out an open position. The investment manager closely monitors the Fund’s exposure under forward contracts as part of the overall management of the Fund’s market risk. Derivative financial instruments The Fund may trade derivative financial instruments, including contracts for difference, futures, forward contracts, currencies, swaps contracts and options whose values are based upon an underlying asset, index, currency or interest rate. The Fund is subject to both market and credit risk in trading derivative financial instruments. Market risk is the potential for changes in value due to changes in market interest rates, foreign exchange rates, indices and changes in the value of the underlying financial instruments. Credit risk is the possibility that a loss may occur if a counterparty fails to perform according to the terms of the contract. Substantially all derivative contracts are transacted on a margin basis. Such transactions may expose the Fund to significant off-balance sheet risk in the event margin deposits and collateral investments are not sufficient to cover losses incurred. The Investment Managers manages the risks associated with these transactions by maintaining margin deposits and collateral investments with its brokers in compliance with individual exchange regulations and internal guidelines. The Investment Managers also take an active role in managing and controlling the Fund’s market and counterparty risks and monitoring trading activities and margin levels daily, and, as necessary, deposits additional collateral or reduces positions. Credit default swaps are contracts in which the Fund pays or receives an interest flow in return for the counterparty accepting or selling all or part of the risk of default or failure to pay of a reference entity on which the swap is written. Where the Fund has bought protection, the maximum potential loss is the value of the interest flows the Fund is contracted to pay until maturity of the contract. Where the Fund has sold protection, the maximum potential loss is the nominal value of the protection sold. As at 30 June 2018, the maximum potential payout under credit default swaps where the sub funds have sold protection is US$553,510,000 for Man AHL TargetRisk (31 December 2017: US$108,036,000) and US$27,700,000 for Man GLG Global Emerging Markets Debt Total Return (31 December 2017: US$27,700,000). The fair value of these contracts as at 30 June 2018 was of US$14,749,433 for Man AHL TargetRisk (31 December 2017: US$5,007,628) and US$241,489 for Man GLG Global Emerging Markets Debt Total Return (31 December 2017: US$378,902). The Fund may purchase or write put and call options through OTC markets. Options purchased by the Fund provide the Fund with the opportunity to purchase (call options) or sell (put options) the underlying asset at an agreed-upon value either on or before the expiration of the option. Options written by the Fund provide the purchaser of the option the opportunity to purchase from or sell to the Fund the underlying asset at an agreed-upon value either on or before the expiration of the option. Premiums received from writing options are marked-to-market in accordance with note 2 and the resulting gains or losses are recorded in the statement of operations. The Fund may also invest in swaptions which are a combination of feature an option and an interest rate swap. The maximum loss to a buyer of an option is the loss of the premium. The writer of a call option has to bear the risk of an unfavourable change in the value underlying the option and, unless an offsetting long position is owned, the theoretical loss is unlimited. As at 30 June 2018, the Fund held written put options with a maximum pay out value of €56,479,132 for Man GLG European Equity Alternative (31 December 2017: €35,043,347) US$2,908,935,934 for Man AHL Multi Strategy Alternative (31 December 2017: US$304,840,255), €15,081,000 for Man GLG European Mid-Cap Equity Alternative (31 December 2017: €Nil) and US$10,440,000 for Man GLG Innovation Equity Alternative (31 December 2017: US$Nil). Derivative financial instruments are generally based on notional amounts which are not recorded in the financial statements. These notional amounts represent the theoretical principal value on which the cash flows of the derivative transactions are based. Unrealised gains or losses, rather than notional amounts, or the exchange-traded derivatives traded by the Fund are included in the unaudited statement of financial position. The net unrealised gains or losses, rather than contract or notional amounts, represent the Fund’s approximate future cash flows from trading activities.


76

4. Financial assets and liabilities at fair value through profit or loss (continued) Derivative financial instruments (continued) At 30 June 2018 and 31 December 2017, the Fund was exposed in its investments in derivative financial instruments to underlying positions in notional amounts are summarised as follows:

Long Short Long Short30 June 2018 30 June 2018 31 December 2017 31 December 2017

Man GLG European Alpha Alternative € € € €Contracts for difference - unfunded 24,861,224 55,622,472 22,179,040 69,212,143 Forward currency contracts 3,489,532 24,599,756 42,283,448 76,734,740 Futures contracts - 4,504,885 - 4,765,377

28,350,756 84,727,113 64,462,488 150,712,260

Man GLG Alpha Select Alternative £ £ £ £Contracts for difference - unfunded 541,491,861 303,764,279 143,408,515 111,398,487 Forward currency contracts 866,881 473,354,757 152,019,740 308,118,709 Futures contracts - 244,202,410 2,224,354 42,882,445 Option contracts 127,666 - 216,842 -

542,486,408 1,021,321,446 297,869,451 462,399,641

Notional Value

Man GLG European Equity Alternative € € € €Contracts for difference - unfunded 1,566,989,579 1,924,421,649 1,277,706,012 1,540,162,447 Forward currency contracts 650,711,096 271,114,563 599,026,941 434,568,836 Futures contracts 11,576,924 269,304,008 28,725,768 197,857,518 Option contracts 24,835,079 32,949,384 9,968,709 26,980,831 Total return swaps - 622,664 - 5,868,432 Warrants 1,692 - 977 -

2,254,114,370 2,498,412,268 1,915,428,407 2,205,438,064

Man GLG Global Equity AlternativeContracts for difference - unfunded - - 11,961,680 19,224,631 Forward currency contracts - - 21,042,883 26,090,671 Option contracts - - 26 - Warrants - - 237 -

- - 33,004,826 45,315,302

Man AHL Multi Strategy Alternative US$ US$ US$ US$Contracts for difference - unfunded 80,017,590 66,399,860 122,386,219 98,077,351 Forward currency contracts 532,688,363 492,822,412 748,045,295 999,301,867 Futures contracts 628,088,760 113,651,193 1,043,660,165 221,774,345 Option contracts 146,900 2,489,755 509,562 2,909,080

1,240,941,613 675,363,220 1,914,601,241 1,322,062,643

Man AHL TargetRiskCredit default swaps 11,675,500 553,510,000 33,614,400 108,036,000 Forward currency contracts 298,084,728 298,355,097 77,379,440 111,491,286 Futures contracts 1,044,227,417 - 153,421,238 - Total return swaps 89,244,182 - 11,919,150 -

1,443,231,827 851,865,097 276,334,228 219,527,286

Man GLG European Mid-Cap Equity Alternative € € € €Contracts for difference - unfunded 275,938,632 782,171,759 255,214,766 693,506,861 Forward currency contracts 7,524,032 53,248,929 35,739,274 43,485,685 Option contracts 259,484 - 1,379,963 -

283,722,148 835,420,688 292,334,003 736,992,546

Man Numeric Market Neutral Alternative US$ US$ US$ US$Contracts for difference - unfunded 234,617,012 222,482,625 312,671,851 270,857,767 Forward currency contracts 33,928,809 204,984,035 233,128,960 461,454,127

268,545,821 427,466,660 545,800,811 732,311,894


77


Derivative financial instruments (continued)

Long Short Long Short30 June 2018 30 June 2018 31 December 2017 31 December 2017

Man GLG Unconstrained Emerging Equity US$ US$ US$ US$Contracts for difference - unfunded 14,378,986 - 14,542,999 - Forward currency contracts 9,334,573 2,109,000 9,967,708 4,033,863

23,713,559 2,109,000 24,510,707 4,033,863

Man GLG Global Emerging Markets Debt Total ReturnCredit default swaps 1,989,525,000 27,700,000 1,538,375,000 27,700,000 Forward currency contracts 1,293,680,995 3,121,414,847 2,837,138,590 3,928,871,322 Interest rate swaps - 1,038,698,195 - 987,812,263

3,283,205,995 4,187,813,042 4,375,513,590 4,944,383,585

Man GLG Innovation Equity AlternativeContracts for difference - unfunded 36,164,555 131,269,458 11,077,713 48,954,320 Option contracts 106,160 - 164,572 - Forward currency contracts 44,296,006 313,601,086 169,347,922 311,217,253 Total return swaps - 4,943,981 - 5,432,769 Futures contracts - 36,626,982 - 5,268,407

80,566,721 486,441,507 180,590,207 370,872,749

Man NewSmith UK Equity Alternative £ £ £ £Contracts for difference - unfunded 48,189,688 52,035,111 49,687,267 40,445,313 Forward currency contracts 1,078,297 85,300,682 82,535,032 161,876,659 Future contract - 8,925,970 - 4,077,425

49,267,985 146,261,763 132,222,299 206,399,397

Man Alternative Style Risk Premia US$ US$ US$ US$Contracts for difference - unfunded - 105,610,293 - 20,049,991 Forward currency contracts 167,148,316 263,716,537 24,122,090 48,122,144 Futures contracts 303,885,586 88,505,338 42,675,522 64,921,977 Total return swaps 105,223,066 - 20,613,048 -

576,256,968 457,832,168 87,410,660 133,094,112

Notional Value

5. Offsetting financial assets and financial liabilities As at 30 June 2018 and 31 December 2017, no financial instruments of the Fund are being presented net within the unaudited statement of financial position of the Fund. The following tables provide information on the financial impact of netting for instruments subject to an enforceable master netting arrangement or similar agreement in the event of default as defined under such agreements.

Man GLG European Alpha AlternativeThe following table summarises the net financial assets per counterparty as at 30 June 2018:

(i) (iii)=(i)+(ii)

Gross amounts of assets in the statement of financial

positionCash collateral held

Financial instruments

Net amount

Counterparty € € € €BNP Paribas 9,570,004 - - 9,570,004 Credit Suisse Securities Europe Limited 859,556 (540,000) (319,556) - Goldman Sachs International 1,574,467 - (889,818) 684,649 JP Morgan Securities Plc 243,090 - (180,000) 63,090 Morgan Stanley & Co. International Plc 306,639 - (33,306) 273,333 Total 12,553,756 (540,000) (1,422,680) 10,591,076

Offsetting of financial assets, derivative assets and collateral held by counterparty(ii)

Gross assets not offset in the statement of financial position


78

5. Offsetting financial assets and financial liabilities (continued) Man GLG European Alpha Alternative (continued) The following table summarises the net financial liabilities per counterparty as at 30 June 2018:

(i) (iii)=(i)+(ii)

Gross amounts of liabilit ies in the statement of financial

positionCash collateral

pledgedFinancial

instrumentsNet amount

Counterparty € € € €Credit Suisse Securities Europe Limited (904,527) - 859,556 (44,971)Goldman Sachs International (889,818) 22,969 866,849 - JP Morgan Securities Plc (180,000) 50,000 130,000 - Morgan Stanley & Co. International Plc (33,306) 33,306 - - Total (2,007,651) 106,275 1,856,405 (44,971)

Offsetting of financial liabilit ies, derivative liabilit ies and collateral pledged by counterparty(ii)

Gross liabilit ies not offset in the statement of financial position

The following table summarises the net financial assets per counterparty as at 31 December 2017:

(i) (iii)=(i)+(ii)


position Cash collateral heldFinancial

instruments Net amountCounterparty € € € €BNP Paribas 3,089,997 - - 3,089,997 Credit Suisse Securities Europe Limited 5,704,942 (170,000) (265,338) 5,269,604 Goldman Sachs International 1,664,524 - (919,740) 744,784 Morgan Stanley & Co. International Plc 304,032 - (31,052) 272,980 Total 10,763,495 (170,000) (1,216,130) 9,377,365



The following table summarises the net financial liabilities per counterparty as at 31 December 2017:

(i) (iii)=(i)+(ii)



pledgedFinancial

instruments Net amountCounterparty € € € €Credit Suisse Securities Europe Limited (435,338) - 435,338 - Goldman Sachs International (919,740) - 919,740 - Morgan Stanley & Co. International Plc (31,052) - 31,052 - Total (1,386,130) - 1,386,130 -




79

5. Offsetting financial assets and financial liabilities (continued) Man GLG Alpha Select AlternativeThe following table summarises the net financial assets per counterparty as at 30 June 2018:

(i) (iii)=(i)+(ii)



instruments Net amountCounterparty £ £ £ £Bank of America Merrill Lynch 1,949 - (45) 1,904 BNP Paribas 107,915,920 - - 107,915,920 Credit Suisse AG Ireland 167,874 - (167,874) - Credit Suisse Securities Europe Limited 4,609,320 - (3,283,937) 1,325,383 Goldman Sachs International 23,331,204 - (1,268,936) 22,062,268 JP Morgan Securities Plc 32,846,360 (3,225,000) (2,541,404) 27,079,956 Morgan Stanley & Co. International Plc 18,200 - - 18,200 Total 168,890,827 (3,225,000) (7,262,196) 158,403,631



The following table summarises the net financial liabilities per counterparty as at 30 June 2018:

(i) (iii)=(i)+(ii)



pledgedFinancial

instruments Net amountCounterparty £ £ £ £Bank of America Merrill Lynch (45) 45 - - Credit Suisse AG Ireland (731,347) 167,874 - (563,473)Credit Suisse Securities Europe Limited (3,283,937) - 3,283,937 - Goldman Sachs International (1,268,936) 1,268,936 - - JP Morgan Securities Plc (5,766,404) 5,766,404 - - Total (11,050,669) 7,203,259 3,283,937 (563,473)




(i) (iii)=(i)+(ii)



instruments Net amountCounterparty £ £ £ £Bank of America Merrill Lynch 1,945 - (44) 1,901 BNP Paribas 32,616,753 - - 32,616,753 Credit Suisse AG Ireland 10,090 (10,090) - Credit Suisse Securities Europe Limited 8,524,193 - (2,848,620) 5,675,573 Goldman Sachs International 4,019,953 - (1,052,783) 2,967,170 Morgan Stanley & Co. International Plc 18,191 - - 18,191 Total 45,191,125 - (3,911,537) 41,279,588




80

5. Offsetting financial assets and financial liabilities (continued) Man GLG Alpha Select Alternative (continued) The following table summarises the net financial liabilities per counterparty as at 31 December 2017:

(i) (iii)=(i)+(ii)



pledgedFinancial

instruments Net amountCounterparty £ £ £ £Bank of America Merrill Lynch (44) - 44 - Credit Suisse AG Ireland (4,632,774) 10,090 - (4,622,684)Credit Suisse Securities Europe Limited (2,848,620) - 2,848,620 - Goldman Sachs International (1,052,783) 1,052,783 - - Total (8,534,221) 1,062,873 2,848,664 (4,622,684)



Man GLG European Equity AlternativeThe following table summarises the net financial assets per counterparty as at 30 June 2018:

(i) (iii)=(i)+(ii)



instruments Net amountCounterparty € € € €Bank of America Merrill Lynch 2,366,822 - (2,004,312) 362,510 Bank of Nova Scotia 387,682 (20,114) - 367,568 BNP Paribas 20,030,734 - - 20,030,734 Citibank N.A. 5,137,045 - (1,667,026) 3,470,019 Credit Suisse Securities Europe Limited 47,560,297 - (37,597,133) 9,963,164 Deutsche Bank AG, London 600,869 - (550,326) 50,543 Goldman Sachs International 67,029,207 - (21,714,914) 45,314,293 HSBC Bank Plc 25,416,624 - (4,578,379) 20,838,245 JP Morgan Securities Plc 55,605,747 - (15,936,378) 39,669,369 Morgan Stanley & Co. International Plc 60,530,912 (2) (36,820,369) 23,710,541 Societe Generale 917,711 - - 917,711 UBS AG 48,783,205 - (33,219,676) 15,563,529 Total 334,366,855 (20,116) (154,088,513) 180,258,226




(i) (iii)=(i)+(ii)



pledgedFinancial

instruments Net amountCounterparty € € € €Bank of America Merrill Lynch (2,004,312) 14,187 1,990,125 - Bank of Nova Scotia (20,114) - 20,114 - Citibank N.A. (1,667,026) - 1,667,026 - Credit Suisse Securities Europe Limited (37,597,133) 13,167,404 24,429,729 - Deutsche Bank AG, London (550,326) 550,326 - - Goldman Sachs International (21,714,914) 21,714,914 - - HSBC Bank Plc (4,578,379) 4,578,379 - - JP Morgan Securities Plc (15,936,378) 15,936,378 - - Morgan Stanley & Co. International Plc (36,820,371) 6,502,208 30,318,163 - Macquerie Bank (28,456) - - (28,456)UBS AG (33,219,676) - 33,219,676 - Total (154,137,085) 62,463,796 91,644,833 (28,456)




81

5. Offsetting financial assets and financial liabilities (continued) Man GLG European Equity Alternative (continued) The following table summarises the net financial assets per counterparty as at 31 December 2017:

(i) (iii)=(i)+(ii)



instruments Net amountCounterparty € € € €Bank of America Merrill Lynch 3,503,352 - (2,903,554) 599,798 Bank of Nova Scotia 306,391 - (70,302) 236,089 BNP Paribas 495,663 - - 495,663 Citibank N.A. 7,952,228 - (2,704,235) 5,247,993 Credit Suisse Securities Europe Limited 33,922,073 (3,137,696) (20,112,746) 10,671,631 Deutsche Bank AG, London 2,211,856 - (1,797,872) 413,984 Goldman Sachs International 42,501,497 - (22,105,477) 20,396,020 HSBC Bank Plc 13,749,065 - (3,569,990) 10,179,075 JP Morgan Securities Plc 31,084,819 - (5,025,739) 26,059,080 Morgan Stanley & Co. International Plc 42,742,525 - (41,628,558) 1,113,967 Nomura Holdings 549,728 - (549,728) - Societe Generale 1,887,103 - (305,776) 1,581,327 UBS AG 48,869,093 - (40,569,156) 8,299,937 Total 229,775,393 (3,137,696) (141,343,133) 85,294,564




(i) (iii)=(i)+(ii)



pledgedFinancial

instruments Net amountCounterparty € € € €Bank of America Merrill Lynch (2,903,554) 1,268,296 1,635,258 - Bank of Nova Scotia (70,302) 65,765 4,537 - Citibank N.A. (2,704,235) 2,704,235 - - Credit Suisse Securities Europe Limited (23,250,442) - 23,250,442 - Deutsche Bank AG, London (1,797,872) 1,797,872 - - Goldman Sachs International (22,105,477) 7,997,420 14,108,057 - HSBC Bank Plc (3,569,990) 3,569,990 - - JP Morgan Securities Plc (5,025,739) 5,025,739 - - Morgan Stanley & Co. International Plc (41,628,558) - 41,628,558 - Nomura Holdings (591,373) 549,728 - (41,645)Societe Generale (305,776) 305,776 - - UBS AG (40,569,156) - 40,569,156 - Total (144,522,474) 23,284,821 121,196,008 (41,645)




82

5. Offsetting financial assets and financial liabilities (continued) Man GLG Global Equity AlternativeMan GLG Global Equity Alternative ceased operations on 9 January 2018. Hence, there are no investments as at 30 June 2018.

The following table summarises the net financial assets per counterparty as at 30 June 2018:

(i) (iii)=(i)+(ii)



instruments Net amountCounterparty € € € €Bank of America Merrill Lynch 73 - (68) 5 BNP Paribas 659 - - 659 Goldman Sachs International 7 - (2) 5 Morgan Stanley & Co. International Plc 138,089 - (133,631) 4,458 UBS AG 3,262 - (154) 3,108 Total 142,090 - (133,855) 8,235




(i) (iii)=(i)+(ii)



pledgedFinancial

instruments Net amountCounterparty € € € €Bank of America Merrill Lynch (68) 68 - - Credit Suisse Securities Europe Limited (28) - - (28)Goldman Sachs International (2) 2 - - Morgan Stanley & Co. International Plc (133,631) 133,631 - - Nomura Holdings (145) - - (145)UBS AG (154) - 154 - Total (134,028) 133,701 154 (173)




(i) (iii)=(i)+(ii)



instruments Net amountCounterparty € € € €Bank of America Merrill Lynch 342,415 - (190,131) 152,284 Bank of Nova Scotia 22,205 - (22,205) - BNP Paribas 2,457,099 - - 2,457,099 Citibank N.A. 48,991 - (39,990) 9,001 Credit Suisse Securities Europe Limited 2,517,405 - (1,710,755) 806,650 Deutsche Bank AG, London 630,000 - (316,132) 313,868 Goldman Sachs International 1,694,581 - (1,449,652) 244,929 HSBC Bank Plc 606,848 - (390,690) 216,158 JP Morgan Securities Plc 367,798 - (307,392) 60,406 Morgan Stanley & Co. International Plc 1,516,026 - (1,211,307) 304,719 Nomura Holdings 268,627 - - 268,627 UBS AG 1,440,341 - (615,387) 824,954 Total 11,912,336 - (6,253,641) 5,658,695




83

5. Offsetting financial assets and financial liabilities (continued) Man GLG Global Equity Alternative (continued) The following table summarises the net financial liabilities per counterparty as at 31 December 2017:

(i) (iii)=(i)+(ii)



pledgedFinancial

instruments Net amountCounterparty € € € €Bank of America Merrill Lynch (190,131) 9,195 180,936 - Bank of Nova Scotia (41,988) - 22,205 (19,783)Citibank N.A. (39,990) 35,919 4,071 - Credit Suisse Securities Europe Limited (1,710,755) 1,263,927 446,828 - Deutsche Bank AG, London (316,132) 316,132 - - Goldman Sachs International (1,449,652) - 1,449,652 - HSBC Bank Plc (390,690) 33,919 356,771 - JP Morgan Securities Plc (307,392) 270,023 37,369 - Morgan Stanley & Co. International Plc (1,211,307) - 1,211,307 - Societe Generale (240,000) - - (240,000)UBS AG (615,387) - 615,387 - Total (6,513,424) 1,929,115 4,324,526 (259,783)



Man GLG Cred-Eq Alternative Man GLG Cred-Eq Alternative ceased operations on 29 June 2017, hence there were no investments held as at 30 June 2018. The following table summarises the net financial assets per counterparty as at 31 December 2017:

(i) (iii)=(i)+(ii)



instruments Net amountCounterparty € € € €BNP Paribas 7 - - 7 Total 7 - - 7



Man AHL Multi Strategy AlternativeThe following table summarises the net financial assets per counterparty as at 30 June 2018:

(i) (iii)=(i)+(ii)



instruments Net amountCounterparty US$ US$ US$ US$Bank of America Merrill Lynch 2,337,074 - (746,276) 1,590,798 BNP Paribas 15,578,444 - - 15,578,444 Credit Suisse Securities Europe Limited 9,861,421 (918,521) (4,080,188) 4,862,712 Deutsche Bank AG, London 1,305,154 - (470,343) 834,811 Goldman Sachs International 4,111,620 - (1,731,355) 2,380,265 HSBC Bank Plc 5,816,788 - (4,217,094) 1,599,694 JP Morgan Securities Plc 4,971,989 - (921,297) 4,050,692 Morgan Stanley & Co. International Plc 7,731,400 - (3,967,111) 3,764,289 Royal Bank of Scotland 4,997,090 - (3,507,618) 1,489,472 Total 56,710,980 (918,521) (19,641,282) 36,151,177




84

5. Offsetting financial assets and financial liabilities (continued) Man AHL Multi Strategy Alternative (continued) The following table summarises the net financial liabilities per counterparty as at 30 June 2018:

(i) (iii)=(i)+(ii)



pledgedFinancial

instruments Net amountCounterparty US$ US$ US$ US$Bank of America Merrill Lynch (746,276) - 746,276 - Credit Suisse Securities Europe Limited (4,998,709) - 4,998,709 - Deutsche Bank AG, London (470,343) 421,662 48,681 - Goldman Sachs International (1,731,355) 1,731,355 - - HSBC Bank Plc (4,217,094) 1,703,869 2,513,225 - JP Morgan Securities Plc (921,297) 340,482 580,815 - Morgan Stanley & Co. International Plc (3,967,111) 3,763,818 203,293 - Royal Bank of Scotland (3,507,618) 1,911,472 1,596,146 - Total (20,559,803) 9,872,658 10,687,145 -




(i) (iii)=(i)+(ii)



instruments Net amountCounterparty US$ US$ US$ US$Bank of America Merrill Lynch 4,307,095 - (891,100) 3,415,995 BNP Paribas 25,377,103 - - 25,377,103 Credit Suisse Securities Europe Limited 14,148,828 - (6,979,376) 7,169,452 Deutsche Bank AG, London 2,656,875 - (1,444,879) 1,211,996 Goldman Sachs International 5,309,059 - (1,785,252) 3,523,807 HSBC Bank Plc 8,718,484 - (5,485,357) 3,233,127 JP Morgan Securities Plc 5,300,468 - (700,319) 4,600,149 Morgan Stanley & Co. International Plc 9,044,184 - (3,312,407) 5,731,777 Royal Bank of Scotland 8,675,457 - (6,828,842) 1,846,615 Total 83,537,553 - (27,427,532) 56,110,021




(i) (iii)=(i)+(ii)



pledgedFinancial

instruments Net amountCounterparty US$ US$ US$ US$Bank of America Merrill Lynch (891,100) - 891,100 - Credit Suisse Securities Europe Limited (6,979,376) - 6,979,376 - Deutsche Bank AG, London (1,444,879) - 1,444,879 - Goldman Sachs International (1,785,252) - 1,785,252 - HSBC Bank Plc (5,485,357) - 5,485,357 - JP Morgan Securities Plc (700,319) - 700,319 - Morgan Stanley & Co. International Plc (3,312,407) - 3,312,407 - Royal Bank of Scotland (6,828,842) - 6,828,842 - Total (27,427,532) - 27,427,532 -




85

5. Offsetting financial assets and financial liabilities (continued) Man AHL TargetRiskThe following table summarises the net financial assets per counterparty as at 30 June 2018:

(i) (iii)=(i)+(ii)



instruments Net amountCounterparty US$ US$ US$ US$Bank of America Merrill Lynch 4,375,684 - (137,910) 4,237,774 BNP Paribas 59,736,650 - - 59,736,650 Credit Suisse Securities Europe Limited 21,658,337 (816,031) (5,033,667) 15,808,639 Deutsche Bank AG, London 15,428 - - 15,428 Goldman Sachs International 9,502,867 (2,386,038) (2,611,035) 4,505,794 JP Morgan Securities Plc 23,979,245 (565,395) (2,517,885) 20,895,965 Royal Bank of Scotland 704,289 - (6,721) 697,568 Total 119,972,500 (3,767,464) (10,307,218) 105,897,818




(i) (iii)=(i)+(ii)



pledgedFinancial

instruments Net amountCounterparty US$ US$ US$ US$Bank of America Merrill Lynch (137,910) - 137,910 - Credit Suisse Securities Europe Limited (5,849,698) 212,022 5,637,676 - Goldman Sachs International (4,997,073) 4,458,094 538,979 - JP Morgan Securities Plc (3,083,280) 3,083,280 - - Royal Bank of Scotland (6,721) 6,721 - - Total (14,074,682) 7,760,117 6,314,565 -




(i) (iii)=(i)+(ii)



instruments Net amountCounterparty US$ US$ US$ US$Bank of America Merrill Lynch 800,276 - (118,758) 681,518 BNP Paribas 26,853,218 - - 26,853,218 Credit Suisse Securities Europe Limited 4,398,180 - (2,102,333) 2,295,847 Deutsche Bank AG, London 15,316 - - 15,316 Goldman Sachs International 2,801,289 - (488,470) 2,312,819 JP Morgan Securities Plc 7,814,722 - (946,223) 6,868,499 Royal Bank of Scotland 179,608 - (98,662) 80,946 Total 42,862,609 - (3,754,446) 39,108,163




86

5. Offsetting financial assets and financial liabilities (continued) Man AHL TargetRisk (continued)


(i) (iii)=(i)+(ii)



pledgedFinancial

instruments Net amountCounterparty US$ US$ US$ US$Bank of America Merrill Lynch (118,758) - 118,758 - Credit Suisse Securities Europe Limited (2,102,333) - 2,102,333 - Goldman Sachs International (488,470) - 488,470 - JP Morgan Securities Plc (946,223) - 946,223 - Royal Bank of Scotland (98,662) - 98,662 - Total (3,754,446) - 3,754,446 -



Man AHL Volatility Alternative Man AHL Volatility Alternative ceased operations on 4 August 2017. Hence, there are no investments as at 30 June 2018. The following table summarises the net financial assets per counterparty as at 31 December 2017:

(i) (iii)=(i)+(ii)



instruments Net amountCounterparty US$ US$ US$ US$Bank of America Merrill Lynch 5 - - 5 BNP Paribas 504 - - 504 Credit Suisse Securities Europe Limited 10,033 - (7) 10,026 Deutsche Bank AG, London 23 - (1) 22 Royal Bank of Scotland 1 - - 1 Total 10,566 - (8) 10,558




(i) (iii)=(i)+(ii)



pledgedFinancial

instruments Net amountCounterparty US$ US$ US$ US$Credit Suisse Securities Europe Limited (7) - 7 - Deutsche Bank AG, London (1) - 1 - JP Morgan Securities Plc (14) - - (14)Total (22) - 8 (14)




87

5. Offsetting financial assets and financial liabilities (continued) Man GLG European Mid-Cap Equity AlternativeThe following table summarises the net financial assets per counterparty as at 30 June 2018:

(i) (iii)=(i)+(ii)



instruments Net amountCounterparty € € € €BNP Paribas 79,816,796 - - 79,816,796 Credit Suisse Securities Europe Limited 34,601,505 - (2,527,903) 32,073,602 Goldman Sachs International 37,318,695 - (17,409,453) 19,909,242 HSBC Bank Plc 8,722,715 - (2,784,105) 5,938,610 JP Morgan Securities Plc 590,080 - - 590,080 Morgan Stanley & Co. International Plc 3,209,778 - (92,176) 3,117,602 Total 164,259,569 - (22,813,637) 141,445,932




(i) (iii)=(i)+(ii)



pledgedFinancial

instruments Net amountCounterparty € € € €Credit Suisse Securities Europe Limited (2,527,903) 2,527,903 - - Goldman Sachs International (17,409,453) 4,025,625 13,383,828 - HSBC Bank Plc (2,784,105) 2,784,105 - - Morgan Stanley & Co. International Plc (92,176) - 92,176 - Total (22,813,637) 9,337,633 13,476,004 -




(i) (iii)=(i)+(ii)



instruments Net amountCounterparty € € € €BNP Paribas 4,916,554 - - 4,916,554 Citibank N.A. 3,302,691 - (469,223) 2,833,468 Credit Suisse Securities Europe Limited 39,935,497 - (7,975,357) 31,960,140 Goldman Sachs International 32,967,697 - (29,946,412) 3,021,285 HSBC Bank Plc 8,302,680 - (1,408,672) 6,894,008 Morgan Stanley & Co. International Plc 9,999 - - 9,999 Total 89,435,118 - (39,799,664) 49,635,454




88

5. Offsetting financial assets and financial liabilities (continued) Man GLG European Mid-Cap Equity Alternative (continued) The following table summarises the net financial liabilities per counterparty as at 31 December 2017:

(i) (iii)=(i)+(ii)



pledgedFinancial

instruments Net amountCounterparty € € € €Citibank N.A. (469,223) 469,223 - - Credit Suisse Securities Europe Limited (7,975,357) 7,975,357 - - Goldman Sachs International (29,946,412) - 29,946,412 - HSBC Bank Plc (1,408,672) 1,408,672 - - Total (39,799,664) 9,853,252 29,946,412 -



Man Numeric Market Neutral AlternativeThe following table summarises the net financial assets per counterparty as at 30 June 2018:

(i) (iii)=(i)+(ii)



instruments Net amountCounterparty US$ US$ US$ US$Morgan Stanley & Co. International Plc 12,219,560 - (9,330,056) 2,889,504 Total 12,219,560 - (9,330,056) 2,889,504




(i) (iii)=(i)+(ii)



pledgedFinancial

instruments Net amountCounterparty US$ US$ US$ US$Morgan Stanley & Co. International Plc (9,330,056) - 9,330,056 - Total (9,330,056) - 9,330,056 -




(i) (iii)=(i)+(ii)



instruments Net amountCounterparty US$ US$ US$ US$Morgan Stanley & Co. International Plc 30,001,295 - (30,001,295) - Total 30,001,295 - (30,001,295) -




89

5. Offsetting financial assets and financial liabilities (continued) Man Numeric Market Neutral Alternative (continued) The following table summarises the net financial liabilities per counterparty as at 31 December 2017:

(i) (iii)=(i)+(ii)



pledgedFinancial

instruments Net amountCounterparty US$ US$ US$ US$Morgan Stanley & Co. International Plc (32,908,720) - 30,001,295 (2,907,425)Total (32,908,720) - 30,001,295 (2,907,425)



Man GLG Unconstrained Emerging EquityThe following table summarises the net financial assets per counterparty as at 30 June 2018:

(i) (iii)=(i)+(ii)



instruments Net amountCounterparty US$ US$ US$ US$BNP Paribas 393 - - 393 Credit Suisse Securities Europe Limited 223,404 - (158,218) 65,186 HSBC Bank Plc 217,748 - - 217,748 Morgan Stanley & Co. International Plc 17,791,461 - (16,854,554) 936,907 Total 18,233,006 - (17,012,772) 1,220,234




(i) (iii)=(i)+(ii)



pledgedFinancial

instruments Net amountCounterparty US$ US$ US$ US$Credit Suisse Securities Europe Limited (158,218) 158,218 - - Morgan Stanley & Co. International Plc (16,854,554) 2,014,862 14,839,692 - Total (17,012,772) 2,173,080 14,839,692 -




(i) (iii)=(i)+(ii)



instruments Net amountCounterparty US$ US$ US$ US$BNP Paribas 289 - - 289 Credit Suisse Securities Europe Limited 471,067 - (192,803) 278,264 HSBC Bank Plc 176,911 - - 176,911 Morgan Stanley & Co. International Plc 18,669,249 - (15,444,053) 3,225,196 Total 19,317,516 - (15,636,856) 3,680,660




90

5. Offsetting financial assets and financial liabilities (continued) Man GLG Unconstrained Emerging Equity (continued) The following table summarises the net financial liabilities per counterparty as at 31 December 2017:

(i) (iii)=(i)+(ii)



pledgedFinancial

instruments Net amountCounterparty US$ US$ US$ US$Credit Suisse Securities Europe Limited (192,803) 192,803 - - Morgan Stanley & Co. International Plc (15,444,053) - 15,444,053 - Total (15,636,856) 192,803 15,444,053 -



Man GLG Global Emerging Markets Debt Total ReturnThe following table summarises the net financial assets per counterparty as at 30 June 2018:

(i) (iii)=(i)+(ii)



instruments Net amountCounterparty US$ US$ US$ US$Bank of America Merrill Lynch 2,220,962 (1,900,000) - 320,962 Barclays Plc 31,127,108 (3,030,000) (1,917,467) 26,179,641 Citibank N.A. 8,747,889 (7,976,044) (360,946) 410,899 Credit Suisse Securities Europe Limited 58,501,760 - - 58,501,760 Deutsche Bank AG, London 5,088,092 (4,821,687) - 266,405 Goldman Sachs International 9,706,781 (6,483,109) - 3,223,672 HSBC Bank Plc 78,032,236 - (60,568,828) 17,463,408 JP Morgan Securities Plc 5,676,588 (5,362,475) (139,081) 175,032 Nomura Holdings 826,255 - (258,164) 568,091 UBS AG 1,049,287 - - 1,049,287 Total 200,976,958 (29,573,315) (63,244,486) 108,159,157




(i) (iii)=(i)+(ii)



pledgedFinancial

instruments Net amountCounterparty US$ US$ US$ US$Bank of America Merrill Lynch (1,900,000) - 1,900,000 - Barclays Plc (4,947,467) - 4,947,467 - Citibank N.A. (8,336,990) 50 8,336,940 - Credit Suisse Securities Europe Limited (18,632,984) 18,632,984 - - Deutsche Bank AG, London (4,821,687) - 4,821,687 - Goldman Sachs International (6,483,109) - 6,483,109 - HSBC Bank Plc (60,568,828) 4,730,000 55,838,828 - JP Morgan Securities Plc (5,501,556) - 5,501,556 - Nomura Holdings (258,164) 258,164 - - Total (111,450,785) 23,621,198 87,829,587 -




91

5. Offsetting financial assets and financial liabilities (continued) Man GLG Global Emerging Markets Debt Total Return (continued)The following table summarises the net financial assets per counterparty as at 31 December 2017:

(i) (iii)=(i)+(ii)



instruments Net amountCounterparty US$ US$ US$ US$Bank of America Merrill Lynch 2,920,320 - (2,371,590) 548,730 Barclays Plc 54,768,457 - (24,334,081) 30,434,376 Citibank N.A. 4,062,966 - (3,987,506) 75,460 Credit Suisse Securities Europe Limited 31,825,750 - (16,113,743) 15,712,007 Deutsche Bank AG, London 4,191,816 - (3,900,000) 291,816 Goldman Sachs International 7,544,200 (1,132,952) (2,806,788) 3,604,460 HSBC Bank Plc 60,319,158 - (21,883,913) 38,435,245 JP Morgan Securities Plc 3,666,538 (1,346,803) (2,319,735) - Nomura Holdings 600,890 - (56,293) 544,597 UBS AG 990,202 - (222,874) 767,328 Total 170,890,297 (2,479,755) (77,996,523) 90,414,019




(i) (iii)=(i)+(ii)



pledgedFinancial

instruments Net amountCounterparty US$ US$ US$ US$Bank of America Merrill Lynch (2,371,590) 1,230,000 1,141,590 - Barclays Plc (24,334,081) 24,334,081 - - Citibank N.A. (3,987,506) 1,170,050 2,817,456 - Credit Suisse Securities Europe Limited (16,113,743) 16,113,743 - - Deutsche Bank AG, London (3,900,000) - 3,900,000 - Goldman Sachs International (3,939,740) - 3,939,740 - HSBC Bank Plc (21,883,913) 21,883,913 - - JP Morgan Securities Plc (3,817,232) - 3,666,538 (150,694)Nomura Holdings (56,293) 56,293 - - UBS AG (222,874) 222,874 - - Total (80,626,972) 65,010,954 15,465,324 (150,694)



Man GLG Innovation Equity AlternativeThe following table summarises the net financial assets per counterparty as at 30 June 2018:

(i) (iii)=(i)+(ii)



instruments Net amountCounterparty US$ US$ US$ US$BNP Paribas 47,852,281 - - 47,852,281 Credit Suisse Securities Europe Limited 3,290,835 - (681,243) 2,609,592 Morgan Stanley & Co. International Plc 18,365,090 - (7,512,197) 10,852,893 Total 69,508,206 - (8,193,440) 61,314,766




92

5. Offsetting financial assets and financial liabilities (continued) Man GLG Innovation Equity Alternative (continued) The following table summarises the net financial liabilities per counterparty as at 30 June 2018:

(i) (iii)=(i)+(ii)



pledgedFinancial


Counterparty US$ US$ US$ US$Credit Suisse Securities Europe Limited (681,243) - 681,243 - Morgan Stanley & Co. International Plc (7,512,197) 7,512,197 - - Total (8,193,440) 7,512,197 681,243 -




(i) (iii)=(i)+(ii)



instruments Net amountCounterparty US$ US$ US$ US$BNP Paribas 27,093,743 - - 27,093,743 Credit Suisse Securities Europe Limited 1,689,971 - (787,051) 902,920 Goldman Sachs International 190,383 - (25,033) 165,350 Morgan Stanley & Co. International Plc 16,839,115 - (13,289,223) 3,549,892 Total 45,813,212 - (14,101,307) 31,711,905




(i) (iii)=(i)+(ii)



pledgedFinancial


Counterparty US$ US$ US$ US$Credit Suisse Securities Europe Limited (787,051) 787,051 - - Goldman Sachs International (25,033) 25,033 - - Morgan Stanley & Co. International Plc (13,289,223) - 13,289,223 - Total (14,101,307) 812,084 13,289,223 -




93

5. Offsetting financial assets and financial liabilities (continued) Man GLG Global Fundamental Equity Man GLG Global Fundamental Equity ceased operations on 31 May 2017. Hence, there are no investments as at 30 June 2018. The following table summarises the net financial assets per counterparty as at 31 December 2017:

(i) (iii)=(i)+(ii)



instruments Net amountCounterparty € € € €Credit Suisse Securities Europe Limited 18 - (12) 6 Total 18 - (12) 6




(i) (iii)=(i)+(ii)



pledgedFinancial

instruments Net amountCounterparty € € € €Credit Suisse Securities Europe Limited (12) - 12 - Morgan Stanley & Co. International Plc (489) - - (489)Total (501) - 12 (489)



Man NewSmith UK Equity AlternativeThe following table summarises the net financial assets per counterparty as at 30 June 2018:

(i) (iii)=(i)+(ii)



instruments Net amountCounterparty £ £ £ £BNP Paribas 19,963,175 - - 19,963,175 Credit Suisse Securities Europe Limited 5,136,267 (1,096,985) (3,837,256) 202,026 Goldman Sachs International 74,477 - (2,953) 71,524 Total 25,173,919 (1,096,985) (3,840,209) 20,236,725




(i) (iii)=(i)+(ii)



pledgedFinancial

instruments Net amountCounterparty £ £ £ £Goldman Sachs International (2,953) 2,953 - - Credit Suisse Securities Europe Limited (4,934,241) - 4,934,241 - Total (4,937,194) 2,953 4,934,241 -

(ii)Gross liabilit ies not offset in the statement of financial position

Offsetting of financial liabilit ies, derivative liabilit ies and collateral pledged by counterparty


94

5. Offsetting financial assets and financial liabilities (continued) Man NewSmith UK Equity Alternative (continued) The following table summarises the net financial assets per counterparty as at 31 December 2017:

(i) (iii)=(i)+(ii)



instruments Net amountCounterparty £ £ £ £BNP Paribas 18,222,525 - - 18,222,525 Credit Suisse Securities Europe Limited 3,409,501 (1,047,027) (1,803,956) 558,518 Goldman Sachs International 116,231 - - 116,231 Total 21,748,257 (1,047,027) (1,803,956) 18,897,274




(i) (iii)=(i)+(ii)



pledgedFinancial

instruments Net amountCounterparty £ £ £ £Credit Suisse Securities Europe Limited (2,850,983) - 2,850,983 - Total (2,850,983) - 2,850,983 -



Man Alternative Style Risk PremiaThe following table summarises the net financial assets per counterparty as at 30 June 2018:

(i) (iii)=(i)+(ii)



instruments Net amountCounterparty US$ US$ US$ US$Bank of America Merrill Lynch 698,764 - (265,379) 433,385 Credit Suisse Securities Europe Limited 4,288,029 - (346,221) 3,941,808 Deutsche Bank AG, London 440,511 - (140,134) 300,377 HSBC Bank Plc 2,371,613 - (1,799,856) 571,757 JP Morgan Securities Plc 997,890 - (197,750) 800,140 Morgan Stanley & Co. International Plc 6,625,216 - (3,459,440) 3,165,776 Royal Bank of Scotland 2,562,516 - (1,160,592) 1,401,924 Total 17,984,539 - (7,369,372) 10,615,167




95

5. Offsetting financial assets and financial liabilities (continued) Man Alternative Style Risk Premia (continued) The following table summarises the net financial liabilities per counterparty as at 30 June 2018:

(i) (iii)=(i)+(ii)



pledgedFinancial

instruments Net amountCounterparty US$ US$ US$ US$Bank of America Merrill Lynch (265,379) - 265,379 - Credit Suisse Securities Europe Limited (346,221) - 346,221 - Deutsche Bank AG, London (140,134) - 140,134 - HSBC Bank Plc (1,799,856) - 1,799,856 - JP Morgan Securities Plc (197,750) - 197,750 - Morgan Stanley & Co. International Plc (3,459,440) - 3,459,440 - Royal Bank of Scotland (1,160,592) - 1,160,592 - Total (7,369,372) - 7,369,372 -




(i) (iii)=(i)+(ii)



instruments Net amount

Counterparty US$ US$ US$ US$Bank of America Merrill Lynch 222,110 - (43,709) 178,401 Credit Suisse Securities Europe Limited 919,358 - (173,777) 745,581 Deutsche Bank AG, London 114,794 - (55,344) 59,450 HSBC Bank Plc 420,136 - (160,754) 259,382 JP Morgan Securities Plc 275,540 - (35,935) 239,605 Morgan Stanley & Co. International Plc 1,495,031 - (1,156,776) 338,255 Royal Bank of Scotland 239,123 - (155,020) 84,103 Total 3,686,092 - (1,781,315) 1,904,777

(ii)Gross assets not offset in the statement of financial position

Offsetting of financial assets, derivative assets and collateral held by counterparty


(i) (iii)=(i)+(ii)


position

Cash collateral pledged

Financial instruments Net amount

Counterparty US$ US$ US$ US$Bank of America Merrill Lynch (43,709) - 43,709 - Credit Suisse Securities Europe Limited (173,777) - 173,777 - Deutsche Bank AG, London (55,344) - 55,344 - HSBC Bank Plc (160,754) - 160,754 - JP Morgan Securities Plc (35,935) - 35,935 - Morgan Stanley & Co. International Plc (1,156,776) - 1,156,776 - Royal Bank of Scotland (155,020) - 155,020 - Total (1,781,315) - 1,781,315 -




96

6. Financial risk management The risk of the Fund and of each Portfolio are consistent with those set out in the audited financial statements for the year ended 31 December 2017 and those detailed within the Prospectus.

7. Net gain/(loss) on financial assets and liabilities at fair value through profit or loss

Combined Company

Man GLG European

Alpha Alternative


Alternative

Man GLG European

Equity Alternative

30 June 2018 30 June 2018 30 June 2018 30 June 2018 US$ € £ €

Interest income 42,605,368 1,892 156,560 28,389 Interest expense (50,492,076) (194,183) (969,903) (5,383,372)Dividend income 71,300,535 754,086 8,130,233 38,191,319 Dividend expense (57,984,101) (840,301) (4,034,383) (31,418,324)

5,429,726 (278,506) 3,282,507 1,418,012 Realised and unrealised gain/(loss) on financial assets and liabilities at fair value through profit and lossNet realised gain/(loss) on investments 57,464,141 3,879,548 12,015,515 16,129,882 Net realised foreign currency gain/(loss) 9,754,538 37,036 (601,179) 9,174,239 Total net realised gain/(loss) 67,218,679 3,916,584 11,414,336 25,304,121

Movement in net unrealised appreciation/(depreciation) on investments 22,177,779 1,497,826 5,408,645 5,861,794 Movement in net unrealised appreciation/(depreciation) on currency 474,424 (9,657) 25,791 82,180 Total net movement in unrealised appreciation/(depreciation) 22,652,203 1,488,169 5,434,436 5,943,974

Net gain/(loss) on financial assets and liabilit ies at fair value through profit or loss 95,300,608 5,126,247 20,131,279 32,666,107


Alternative


AlternativeMan AHL

TargetRisk



30 June 2018 30 June 2018 30 June 2018 30 June 2018€ US$ US$ €

Interest income 17,343 737,016 15,777,897 26,891 Interest expense (36,708) (573,214) (12,068,627) (1,901,644)Dividend income 22,935 1,593,241 - 6,452,031 Dividend expense (8,093) (926,281) - (8,387,199)

(4,523) 830,762 3,709,270 (3,809,921)Realised and unrealised gain/(loss) on financial assets and liabilities at fair value through profit and lossNet realised gain/(loss) on investments (222,370) (5,890,855) 13,384,651 32,484,747 Net realised foreign currency gain/(loss) (25,242) (512,721) (3,876,205) 288,661 Total net realised gain/(loss) (247,612) (6,403,576) 9,508,446 32,773,408

Movement in net unrealised appreciation/(depreciation) on investments 262,007 1,593,448 (885,385) 1,603,717 Movement in net unrealised appreciation/(depreciation) on currency 33,340 (359,599) (267,475) (20,277)Total net movement in unrealised appreciation/(depreciation) 295,347 1,233,849 (1,152,860) 1,583,440

Net gain/(loss) on financial assets and liabilit ies at fair value through profit or loss 43,212 (4,338,965) 12,064,856 30,546,927


97

7. Net gain/(loss) on financial assets and liabilities at fair value through profit or loss (continued)


Alternative


Emerging Equity

Man GLG Global


Total Return

Man GLG Innovation

Equity Alternative

30 June 2018 30 June 2018 30 June 2018 30 June 2018US$ US$ US$ US$

Interest income 3,389,321 115,057 21,048,447 481,151 Interest expense (3,876,380) (275,262) (21,951,495) (308,370)Dividend income - 1,374,881 - 812,798 Dividend expense - - - (827,467)

(487,059) 1,214,676 (903,048) 158,112 Realised and unrealised gain/(loss) on financial assets and liabilities at fair value through profit and lossNet realised gain/(loss) on investments 2,315,764 4,593,452 (27,088,429) (9,247,046)Net realised foreign currency gain/(loss) 1,645,126 (14,933) 2,197,641 (1,740,065)Total net realised gain/(loss) 3,960,890 4,578,519 (24,890,788) (10,987,111)

Movement in net unrealised appreciation/(depreciation) on investments (11,994,337) (14,172,273) 30,889,885 1,578,444 Movement in net unrealised appreciation/(depreciation) on currency 1,207 (34,208) 992,534 30,309 Total net movement in unrealised appreciation/(depreciation) (11,993,130) (14,206,481) 31,882,419 1,608,753

Net gain/(loss) on financial assets and liabilit ies at fair value through profit or loss (8,519,299) (8,413,286) 6,088,583 (9,220,246)

Man

NewSmith UK Equity

Alternative

ManAlternativeStyle Risk

Premia30 June 2018 30 June 2018

£ US$Interest income 43,879 690,516 Interest expense (169,353) (775,967)Dividend income 994,543 8 Dividend expense (1,077,671) -

(208,602) (85,443)Realised and unrealised gain/(loss) on financial assets and liabilities at fair value through profit and lossNet realised gain/(loss) on investments 6,202,068 (8,925,197)Net realised foreign currency gain/(loss) 10,762 1,402,457 Total net realised gain/(loss) 6,212,830 (7,522,740)

Movement in net unrealised appreciation/(depreciation) on investments (1,173,194) (1,823,553)

Movement in net unrealised appreciation/(depreciation) on currency 2,443 (30,762)

Total net movement in unrealised appreciation/(depreciation) (1,170,751) (1,854,315)

Net gain/(loss) on financial assets and liabilit ies at fair value through profit or loss 4,833,477 (9,462,498)


98


CombinedCompany

Man GLGEuropean

AlphaAlternative

Man GLG AlphaSelect

Alternative

Man GLGEuropean

EquityAlternative

30 June 2017 30 June 2017 30 June 2017 30 June 2017 US$ € £ €

Interest income 17,386,012 2,276 22,713 8,507 Interest expense (11,511,859) (187,991) (298,872) (3,359,404)Dividend income 39,942,449 551,407 1,837,465 19,840,263 Dividend expense (42,071,973) (623,412) (1,767,165) (21,037,585)

3,744,629 (257,720) (205,859) (4,548,219)

Realised and unrealised gain/(loss) on investments and foreign currencyNet realised gain/(loss) on investments 147,393,605 (2,778,898) 7,182,656 19,981,517 Net realised foreign currency (loss)/gain (12,695,348) (119,750) (84,042) (8,750,952)Total net realised gain/(loss) 134,698,257 (2,898,648) 7,098,614 11,230,565

Movement in net unrealised appreciation/(depreciation) on investments

36,134,339 61,437 2,142,130 (3,585,853)

Movement in net unrealised (depreciation)/appreciation on currency

(512,014) (10,883) 1,133 (601,664)

Total net movement in unrealised appreciation/(depreciation) 35,622,325 50,554 2,143,263 (4,187,517)

Net gain/(loss) on financial assets and liabilit ies at fair value through profit or loss 174,065,211 (3,105,814) 9,036,018 2,494,829


Alternative

Man GLG Cred-Eq

Alternative


AlternativeMan AHL

TargetRisk30 June 2017 30 June 2017 30 June 2017 30 June 2017

€ € US$ US$Interest income 200,907 119,373 292,793 343,687 Interest expense (1,072,589) (63,512) (504,606) (7,201)Dividend income 5,172,358 2,649 1,833,819 - Dividend expense (5,471,949) (100,153) (1,352,536) -

(1,171,273) (41,643) 269,470 336,486

Realised and unrealised gain/(loss) on investments and foreign currencyNet realised gain/(loss) on investments 7,221,616 1,625,004 12,025,713 1,658,210 Net realised foreign currency (loss)/gain (3,496,642) (241,242) (869,786) 590,546 Total net realised gain/(loss) 3,724,974 1,383,762 11,155,927 2,248,756


1,354,175 (3,094,753) (1,572,353) (514,615)


(349,608) 27,282 423,065 30,733

Total net movement in unrealised appreciation/(depreciation) 1,004,567 (3,067,471) (1,149,288) (483,882)

Net gain/(loss) on financial assets and liabilit ies at fair value through profit or loss 3,558,268 (1,725,352) 10,276,109 2,101,360


99


Man AHL Volatility

Alternative




Alternative


Emerging Equity30 June 2017 30 June 2017 30 June 2017 30 June 2017

US$ € US$ US$Interest income 29,113 9,485 1,603,890 70,139 Interest expense (2,335) (1,013,016) (1,917,453) (167,979)Dividend income - 4,909,470 - 1,735,214 Dividend expense - (7,731,532) - -

26,778 (3,825,593) (313,563) 1,637,374

Realised and unrealised gain/(loss) on investments and foreign currencyNet realised gain/(loss) on investments 1,150,346 12,860,700 1,779,909 8,204,948 Net realised foreign currency (loss)/gain (57,089) 233,658 (2,259,962) (92,239)Total net realised gain/(loss) 1,093,257 13,094,358 (480,053) 8,112,709


(238,387) 7,917,373 5,047,511 8,254,791


29,012 22,662 4,374 (11,907)

Total net movement in unrealised appreciation/(depreciation) (209,375) 7,940,035 5,051,885 8,242,884

Net gain/(loss) on financial assets and liabilit ies at fair value through profit or loss 910,660 17,208,800 4,258,269 17,992,967

Man GLG Global


Total Return

Man GLG Innovation

Equity Alternative

Man GLG Global

Fundamental Equity

Man NewSmith UK Equity Alternative

30 June 2017 30 June 2017 30 June 2017 30 June 2017US$ US$ € €

Interest income 14,682,273 27,905 868 - Interest expense (2,328,219) (25,012) (37,126) (25,620)Dividend income - 172,935 94,413 604,412 Dividend expense - (128,645) (85,966) (306,382)

12,354,054 47,183 (27,811) 272,410

Realised and unrealised gain/(loss) on investments and foreign currencyNet realised gain/(loss) on investments 71,645,860 1,583,217 (1,081,951) (548,380)Net realised foreign currency (loss)/gain 412,965 1,133,028 1,494,834 271,550 Total net realised gain/(loss) 72,058,825 2,716,245 412,883 (276,830)


19,212,382 2,357,752 - (1,575,889)


- 65 378 (617)

Total net movement in unrealised appreciation/(depreciation) 19,212,382 2,357,817 378 (1,576,506)

Net gain/(loss) on financial assets and liabilit ies at fair value through profit or loss 103,625,261 5,121,245 385,450 (1,580,926)


100

8. Related party transactions The Fund has adopted the corporate governance code for collective investment schemes and management companies issued by the Irish Funds Industry Association (the “IF Code”). The Directors are satisfied that they act independently and in the interests of the Fund as a whole and have determined that Eric Fortier and Ronan Daly are independent directors as that term is defined in the IF Code. Man Asset Management (Ireland) Limited is a related party through its holding of 1 Subscriber Share in the Fund. John Morton, a director of the Fund, holds the second Subscriber Share. During the period ended 30 June 2018 Man GLG European Equity Alternative purchased contracts for difference from other funds managed by the same Investment Manager or other wholly-owned subsidiaries of the Man Group plc in good faith with a net fair value of €382 (30 June 2017: €Nil). During the period ended 30 June 2018 Man GLG Global Equity Alternative sold contracts for difference to other funds managed by the same Investment Manager or other wholly-owned subsidiaries of the Man Group plc in good faith with a net fair value of €1,147 (30 June 2017: €Nil). During the period Eric Fortier, Ronan Daly and Bronwyn Wright earned Directors’ fee of €7,500 each. John Morton has elected to waive his Directors’ fee as he is the Global Co-Head of Legal within Man Group Plc. Each of the Directors is or may become involved in other financial investment and professional activities which may cause conflicts of interest with the management of the Fund. These activities include management or administration of other companies (including those with investment objectives similar to those of the Fund or structures that may be related to Man Group plc sponsored investment funds), serving as directors, advisers and/or agents of other companies, including companies and legal structures in which the Fund may invest and/or which may invest into the Fund. GLG Partners LP and Man Asset Management (Ireland) Limited are related party as the Investment Manager and Manager of the Fund, respectively and therefore all subsidiaries of Man Group plc are also related parties. 30 June 2018 Type of fees Total Fees Fees payableRelated party /Income /Income /receivable

US$ US$Man Asset Management (Ireland) Limited Management fees 33,497,520 5,949,128 Man Asset Management (Ireland) Limited Performance fees 15,459,396 13,546,417 Man Asset Management (Ireland) Limited Administration fees* 10,324,916 4,026,568 Man Asset Management (Ireland) Limited Expense reimbursement (3,254,839) (1,701,617)Directors Directors' fees 26,930 -

31 December 2017Man Asset Management (Ireland) Limited Management fees 49,636,517 4,952,333 Man Asset Management (Ireland) Limited Performance fees 22,662,447 13,811,843 Man Asset Management (Ireland) Limited Administration fees* 13,584,862 2,859,752 Man Asset Management (Ireland) Limited Expense reimbursement (4,547,915) (1,985,282)Directors Directors' fees 50,837 -

* The amount paid to each of the Administrator and Investment Manager is determined between the parties from time to time, but, for the avoidance of doubt, the Investment Manager receives only the portion of the administration fee relating to the administrative support services it provides pursuant to the Administrative Services Agreement. Part of the administration fee will be paid by the Fund to the Manager (for on-payment to the Administrator) monthly in arrears and the remainder will be paid by the Fund to the Investment Manager. The above amounts are payable on demand and do not bear interest. Furthermore, the above transactions were made on terms equivalent to those that prevail in arm’s length transactions. As at 30 June 2018 entities affiliated with Man Group plc owned Redeemable Participating Shares as detailed below: Portfolio

30 June 2018 31 December 2017Man GLG European Alpha Alternative 201,746 351,367 Man GLG Alpha Select Alternative 24,596 20,479 Man GLG European Equity Alternative 2,663 1,251 Man AHL Multi Strategy Alternative 340 605 Man AHL TargetRisk 29,557 36,702 Man GLG European Mid-Cap Equity Alternative 37,111 26,710 Man Numeric Market Neutral Alternative 190 190 Man GLG Unconstrained Emerging Equity 134 134 Man GLG Global Emerging Markets Debt Total Return 21,918 16,104 Man GLG Innovation Equity Alternative 10,692 130 Man NewSmith UK Equity Alternative 16 16 Man Alternative Style Risk Premia 210,070 210,070

Redeemable Participating Shares


101

9. Exchange rates The following exchange rates were used to translate foreign currency assets and liabilities in Man AHL Multi Strategy Alternative, Man AHL TargetRisk, Man Volatility Alternative, Man Numeric Market Neutral Alternative, Man GLG Unconstrained Emerging Equity, Man GLG Global Emerging Markets Debt Total Return, Man GLG Innovation Equity Alternative and Man Alternative Style Risk Premia at 30 June 2018:

US$1 = AUD1.35336 US$1 = €0.85646 US$1 = JPY111.11111 US$1 = RUB62.89308 US$1 = BRL3.84763 US$1 = £0.7574 US$1 = KRW1111.11111 US$1 = SEK8.94454 US$1 = CAD1.31544 US$1 = HKD7.84314 US$1 = MXN19.64637 US$1 = SGD1.36351 US$1 = CHF0.99295 US$1 = HUF285.7143 US$1 = NOK8.14996 US$1 = TRY4.58085 US$1 = CNY6.62691 US$1 = ILS3.66032 US$1 = PHP53.47594 US$1 = ZAR13.69863 US$1 = COP3333.33333 US$1 = INR68.49315 US$1 = PLN3.74392

The following exchange rates were used to translate foreign currency assets and liabilities in Man GLG European Alpha Alternative, Man GLG European Equity Alternative, Man GLG Global Equity Alternative and Man GLG European Mid-Cap Equity Alternative at 30 June 2018:

€1 = AED4.28949 €1 = COP3892 €1 = JPY129.73333 €1 = SEK10.44365

€1 = ARS33.64841 €1 = CZK26.00445 €1 = KRW1297.33333 €1 = SGD1.59204

€1 = AUD1.58019 €1 = DKK7.45118 €1 = MXN22.9391 €1 = TRY5.3486

€1 = BRL4.4925 €1 = £0.88434 €1 = MYR4.71567 €1 = TWD35.59756

€1 = CAD1.53591 €1 = HKD9.15765 €1 = NOK9.51589 €1 = UAH30.72632

€1 = CHF1.15937 €1 = HUF333.6 €1 = NZD1.72441 €1 = US$15.99452

€1 = CLP778.4 €1 = ILS 4.27379 €1 = PLN4.3714 €1 = ZAR1.1676

€1 = CNY7.73757 €1 = INR79.9726 €1 = RUB73.43396 The following exchange rates were used to translate foreign currency assets and liabilities in the Man GLG Alpha Select Alternative and Man NewSmith UK Equity Alternative at 30 June 2018: £1 = AUD1.78685 £1 = €1.13078 £1 = JPY146.7 £1 = US$1.3203

£1 = CHF1.31099 £1 = HKD10.35529 £1 = NOK10.76039 The following exchange rates were used to translate foreign currency assets and liabilities in Man AHL Multi Strategy Alternative, Man AHL TargetRisk, Man Volatility Alternative, Man Numeric Market Neutral Alternative, Man GLG Unconstrained Emerging Equity, Man GLG Global Emerging Markets Debt Total Return, Man GLG Innovation Equity Alternative and Man Alternative Style Risk Premia at 31 Decemeber 2017:

US$1 = AUD1.27845 US$1 = €0.83278 US$1 = JPY112.35955 US$1 = RUB57.47126 US$1 = BRL3.31675 US$1 = £0.73921 US$1 = KRW1111.11111 US$1 = SEK8.19001 US$1 = CAD1.25298 US$1 = HKD7.81861 US$1 = MXN19.56947 US$1 = SGD1.33636 US$1 = CHF0.97447 US$1 = HUF256.41026 US$1 = NOK8.17661 US$1 = TRY3.79219 US$1 = CNY6.51042 US$1 = ILS3.47222 US$1 = PHP50 US$1 = ZAR12.37624 US$1 = COP3333.33333 US$1 = INR63.69427 US$1 = PLN3.47464

The following exchange rates were used to translate foreign currency assets and liabilities in Man GLG European Alpha Alternative, Man GLG European Equity Alternative, Man GLG Global Equity Alternative, Man GLG Cred-Eq Alternative, Man GLG Global Fundamental Equity and Man GLG European Mid-Cap Equity Alternative at 31 Decemeber 2017:

€1 = AED4.40984 €1 = COP4002.66667 €1 = JPY134.92135 €1 = SEK9.83456

€1 = ARS22.61394 €1 = CZK25.54894 €1 = KRW1334.22222 €1 = SGD1.60470

€1 = AUD1.53516 €1 = DKK7.44451 €1 = MXN23.49902 €1 = TRY4.55366

€1 = BRL3.98275 €1 = £0.88764 €1 = MYR4.85957 €1 = TWD35.73810

€1 = CAD1.50457 €1 = HKD9.38858 €1 = NOK9.81848 €1 = UAH33.73034

€1 = CHF1.17014 €1 = HUF307.89744 €1 = NZD1.68841 €1 = US$1.2008

€1 = CLP750.5 €1 = ILS4.16944 €1 = PLN4.17234 €1 = ZAR14.86139

€1 = CNY7.81771 €1 = INR76.48408 €1 = RUB69.01149 The following exchange rates were used to translate foreign currency assets and liabilities in the Man GLG Alpha Select Alternative and Man NewSmith UK Equity Alternative at 31 Decemeber 2017: £1 = AUD1.72948 £1 = HKD10.57701 £1 = JPY152 £1 = US$1.3528

£1 = CHF1.31826 £1 = €1.12658 £1 = NOK11.06132


102

10. Net asset valuation comparison

OutstandingShares as at30-Jun-2018 30-Jun-2018 31-Dec-2017 31-Dec-2016 30-Jun-2018 31-Dec-2017 31-Dec-2016

Man GLG European Alpha AlternativeDN EUR 48,629 117.97 112.04 111.51 5,736,544 3,728,591 8,534,820 DN H GBP 1,586 122.63 116.40 115.04 194,529 166,060 1,040,427 DN H USD 12,020 123.83 116.65 113.90 1,488,447 1,604,925 3,573,858 IN EUR 216,947 124.90 118.66 117.27 27,095,643 22,930,320 82,529,232 IN H GBP 1,767 124.25 117.34 114.98 219,598 247,971 644,348 IN H USD 203,452 130.72 123.36 120.13 26,595,866 43,747,419 51,415,628 INU EUR 10 106.80 101.46 - 1,068 1,015 -

Man GLG Alpha Select AlternativeDL GBP 7,840 131.59 126.06 110.09 1,031,746 679,810 499,770 DL H EUR 142,012 125.05 120.47 105.89 17,758,136 12,999,281 6,503,961 DL H SEK - - - 98.16 - - 4,908 DL H USD 67,383 129.02 122.84 106.27 8,693,993 8,537,152 29,800,033 IL GBP 543,232 137.74 131.56 114.36 74,824,474 48,180,677 4,011,075 IL GBP Dist 616,096 102.05 - - 62,875,567 - - IL H EUR 3,075,730 131.12 125.94 110.21 403,279,082 79,673,560 5,791,103 IL H EUR Dist 68,287 102.84 - - 7,022,863 - - IL H SEK 108,847 117.50 112.83 98.88 12,789,764 5,642 4,944 IL H USD 861,171 136.02 129.11 111.24 117,135,461 92,546,687 88,648,162 IL H USD Dist 8,931 102.44 - - 914,811 - - IL U GBP 82,968 119.36 113.99 99.21 9,902,798 3,905,615 3,145,389

Man GLG European Equity AlternativeDN EUR 808,250 117.44 115.20 109.39 94,919,256 31,780,412 124,080,749 DN H CHF 120,978 112.36 110.29 104.62 13,593,602 7,247,164 8,168,090 DN H GBP 10,788 118.76 115.76 109.05 1,281,180 1,282,243 1,732,582 DN H NOK 64,120 128.37 125.24 117.91 8,231,111 8,030,571 7,560,198 DN H SEK 2,155 120.04 117.74 112.37 258,713 253,761 207,129 DN H SGD - - - 104.90 - - 239,103 DN H USD 193,183 124.13 120.36 112.33 23,980,361 21,212,675 52,937,759 DN U EUR 10 99.37 - - 994 - - IN EUR 5,474,822 123.23 120.38 113.72 674,687,415 454,158,889 299,276,924 IN H GBP 224,158 125.92 122.37 115.08 28,224,996 27,653,846 32,952,007 IN H NOK - - - 103.75 - - 5,002 IN H SEK 6,304,041 115.59 113.06 107.06 728,654,203 478,807,425 482,485,696 IN H USD 984,512 127.67 123.48 114.92 125,693,834 57,752,926 102,119,866 INU EUR 747,151 98.90 - - 73,890,826 - - INZ EUR 170,392 107.98 105.12 - 18,398,796 19,096,807 - INZ EUR Dist 8,000 102.67 100.00 - 821,324 10,000 - INZ H CHF Dist 77,903 102.38 100.50 - 7,975,903 8,495,105 - INZ H GBP Dist 16,206 104.04 101.93 - 1,686,120 1,564,557 - INZ H USD 102,226 110.72 106.71 - 11,318,134 9,692,668 - INZ H USD Dist 7,630 103.79 100.54 - 791,882 713,829 - IXN H GBP - - - 100.73 - - 7,298,354

Man GLG Global Equity AlternativeDN EUR - - 99.38 94.76 - 617,588 1,261,161 DN H CHF - - - 94.48 - - 1,294,427 DN H USD - - 100.97 94.97 - 5,449,461 14,668,484 IN EUR - - 100.37 95.66 - 5,412,735 172,512,287 IN H USD - - 102.65 96.64 - 293,590 324,898

Net Asset Value per Share as at Net Assets as at

Man GLG Cred-Eq AlternativeDN EUR - - - 92.65 - - 1,636,458 DN H USD - - - 93.58 - - 451,763 IN EUR - - - 94.31 - - 42,733,181 IN H USD - - - 96.76 - - 1,195,590


103

10. Net asset valuation comparison (continued)


Man AHL Multi Strategy AlternativeDN USD 143,624 105.29 104.85 101.61 15,121,672 19,727,202 37,829,342 DN H EUR 1,842 101.04 101.79 100.61 186,079 189,894 137,151 DN H GBP 3,035 98.56 98.81 96.52 299,139 414,173 949,763 DN H SEK - - - 101.34 - - 5,067 IN USD 10 107.75 106.98 103.37 1,029 1,022 7,427,547 IN H CHF 55,116 95.29 95.84 96.24 5,252,216 5,282,146 707,387 IN H EUR 545,831 99.13 99.50 97.32 54,108,978 94,254,343 70,759,576 IN H GBP 13,184 103.44 103.47 100.94 1,363,693 1,557,376 80,763 IN H SEK 1,224,058 99.23 99.58 97.90 121,460,068 180,257,309 54,766,924

Man AHL TargetRiskD USD 64,238 116.20 113.49 96.88 7,464,607 7,265,336 189,934 D H CHF 40,217 108.64 107.65 - 4,369,224 4,462,300 - D H EUR 48,781 112.54 111.40 96.67 5,489,662 4,742,730 967 D H SEK 50 112.47 111.57 97.37 5,624 5,579 4,868 I USD 140,419 137.68 133.97 113.52 19,332,399 55,656,326 27,667,827 I H CHF 8,513 111.83 110.41 - 951,988 839,238 - I H EUR 891,631 118.35 116.59 100.49 105,520,882 2,300,230 1,005 I H GBP 240,933 116.44 114.13 97.73 28,053,611 27,904,484 352,892 I H JPY 896,201 10,228.33 10,057.88 - 9,166,632,007 2,765,915,697 - I H SEK 50 113.53 112.04 96.92 5,676 5,602 4,846 INU USD 2,701,400 104.68 - - 282,791,121 - -

Man AHL Volatility AlternativeDN USD - - - 100.86 - - 1,009 IN USD - - - 96.83 - - 15,212,784 IN H EUR - - - 98.89 - - 1,586,896

Man GLG European Mid-Cap Equity AlternativeDN EUR 103,475 110.34 106.86 103.03 11,417,528 12,756,287 135,187 DN H SEK - - - 101.36 - - 5,068 DN H USD 58,472 121.76 116.79 110.71 7,119,895 7,567,728 29,098,374 DNY EUR 29,147 108.70 105.38 101.77 3,168,382 3,609,783 2,996,856 IN EUR 4,251,937 116.37 112.30 107.67 494,786,997 397,064,610 185,776,138 IN F EUR 751,166 117.94 113.40 108.06 88,595,526 81,446,106 98,788,992 INF H CHF - - - 104.18 - - 265,658 INF H GBP 37,409 117.67 112.50 106.44 4,401,905 3,826,731 9,224,797 INF H USD 1,953 122.03 116.04 108.59 238,340 249,440 389,753 IN H CHF - - - 100.29 - - 1,002,865 IN H GBP 127,865 122.16 117.44 111.79 15,620,520 53,254 550,717 IN H SEK 50 109.20 105.35 100.92 5,460 5,268 5,046 IN H USD 226,774 124.40 119.00 112.13 28,211,338 6,197,083 4,093,462

Man Numeric Market Neutral AlternativeDN USD 22,201 97.86 99.92 103.63 2,172,698 980,839 26,029,098 DN H EUR 2,526 95.77 99.06 104.84 241,912 77,803 77,422 DN H NOK - - - 105.53 - - 5,277 DN H SEK - - - 105.89 - - 5,294 IN USD 605 100.26 101.98 104.97 60,687 61,727 38,681,469 IN H CHF - - - 98.77 - - 1,819,491 IN H EUR 399,720 95.27 98.19 103.11 38,081,273 48,054,209 38,428,272 IN H NOK - - - 105.68 - - 5,284 IN H SEK 50 98.42 101.19 106.49 4,921 5,060 5,325 INU USD 468,248 96.14 97.61 100.13 45,019,465 80,852,842 24,058,335 INU H EUR 991,303 93.03 95.69 100.06 92,221,531 141,383,947 35,746,811 INU H GBP Dist 22,022 94.24 96.39 99.86 2,075,275 2,007,939 465,373



104



Man GLG Unconstrained Emerging EquityD C SEK - - - 110.99 - - 5,549 D C USD 9,527 113.95 127.10 95.77 1,085,636 685,480 958 DF C EUR 10 98.51 105.46 - 1,005 2,054 - DF C NOK - - - 100.56 - - 5,028 DF C SEK - - - 99.53 - - 4,976 DF C USD 100,856 113.86 126.88 95.47 11,483,268 12,028,030 9,836,942 I C SEK 50 132.18 134.47 111.75 6,609 6,724 5,587 I C USD 1,553 124.26 138.09 103.32 192,924 214,391 160,415 IF C EUR 135,580 122.91 132.70 112.84 16,663,958 19,268,525 15,646,278 IF C GBP 248,016 148.45 160.86 131.56 36,817,473 52,405,497 16,817,898 IF C NOK - - - 98.04 - - 4,902 IF C SEK 50 118.32 120.32 99.66 5,916 6,016 4,983 IF C USD 7 127.82 141.79 107.35 919 1,020 20,191,779

Man GLG Global Emerging Markets Debt Total ReturnD USD 102,493 108.95 107.02 105.37 11,166,383 12,624,352 €4,135,585D H CHF 9,580 97.64 97.33 - 935,429 932,421 - D H EUR 29,220 104.23 103.67 104.34 3,045,665 2,242,368 26186D H GBP 950 106.76 105.63 105.05 101,426 100,353 1050D H NOK 4,050 103.84 102.60 101.88 420,534 415,516 5094D H SEK - - - 104.06 - - 5203DL USD 35,596 100.94 99.08 - 3,593,063 3,356,808 - DL H EUR 8,945 102.94 102.44 103.03 920,773 848,039 102964DMF USD 359,475 104.66 102.69 101.18 37,622,398 63,008,587 1,387,656 DMF H EUR 505 99.74 99.08 - 50,386 24,771 - DR USD Dist 681,602 100.50 98.98 - 68,502,112 76,747,948 - DY USD 1,168 104.80 103.07 101.73 122,383 443,349 749,038 DY H EUR 1,138 98.75 98.29 - 112,373 14,733 - I USD 7,998,614 110.59 108.22 105.76 884,546,922 922,839,260 126,297,228 I USD Dist 256,652 101.13 99.57 - 25,955,591 23,868,603 - I H AUD 1,349,651 103.22 - - 139,317,044 - - I H CHF 56,268 101.38 100.67 100.83 5,704,360 6,015,253 262,150 I H EUR 2,065,677 106.05 105.10 104.79 219,065,088 254,427,403 37,461,669 I H EUR Dist 639,485 101.98 102.22 103.27 65,215,679 10,834,037 8,898,152 I H GBP 211,977 108.13 106.58 105.38 22,920,278 19,184,401 1,054 I H NOK - - - 101.81 - - 5,090 I H SEK 50 105.81 104.73 104.55 5,291 5,237 5,228 IL USD 10 110.10 107.57 105.26 1,101 20,417,585 1,053 IL H EUR 201,452 105.63 104.58 104.39 21,280,139 28,067,574 1,044 IMF USD 1,774,103 110.25 107.87 105.50 195,596,521 130,984,217 €8,995,100IMF USD Dist 864,010 101.30 99.35 - 87,521,335 160,750,674 - IMF H EUR 8,486,976 103.09 102.04 101.69 874,902,462 863,222,976 83,641,652 IMF H EUR Dist 3,051,337 103.65 103.78 104.96 316,255,882 310,616,399 224,314,319 IMF H GBP Dist 76,156 102.81 102.34 101.44 7,829,961 10,873,560 5,334,224

Man GLG Innovation Equity AlternativeDN USD 363,136 106.69 105.75 - 38,744,314 265,427 - DNF USD - - 100.64 - - 25,160 - DNF H EUR 875 99.73 99.66 - 87,276 443,501 - DN H CHF 12,910 103.80 104.17 - 1,340,044 1,344,899 - DN H EUR 922 104.14 104.30 - 96,066 45,578 - IN USD 79,966 108.20 106.90 100.00 8,651,904 1,262,088 19,999,273INF USD 20,069 107.13 105.64 - 2,149,977 1,005,356 - INF H EUR 713,169 105.76 105.36 - 75,425,359 71,511,132 - INF H GBP 13,018 105.54 104.72 - 1,373,907 1,436,596 - IN H CHF 34,269 104.85 104.75 100.00 3,593,119 1,048 1,000IN H EUR 1,407,735 104.73 104.52 100.00 147,426,869 24,086,200 1,000IN H GBP 213,202 106.27 105.66 100.00 22,656,364 23,281,034 1,000IN H NOK - - - 100.00 - - 5,000IN H SEK 50 105.09 104.95 100.00 5,254 5,247 5,000INU H EUR 10,346 98.12 - - 1,015,120 - - INU H GBP 43,969 101.96 101.27 - 4,483,137 3,598,006 -



105



Man GLG Global Fundamental EquityIN EUR - - - 100.00 - - 1,000IN H CHF - - - 100.00 - - 1,000INH GBP - - - 100.00 - - 1,000IN H NOK - - - 100.00 - - 5,000IN H SEK - - - 100.00 - - 5,000IN H USD - - - 100.00 - - 20,000,000

Man NewSmith UK Equity AlternativeIN GBP 38,242 127.91 126.55 - 4,891,578 4,839,488 - IX E GBP 165,923 118.41 117.15 - 19,646,391 20,081,881 - IX H JPY 1,053,280 11,708.10 11,694.85 - 12,331,902,635 12,317,951,721 -

Man Alternative Style Risk PremiaD USD 154,446 97.30 99.88 - 15,028,348 6,891,754 - I USD 216,667 102.15 104.48 - 22,134,624 707,911 - I H CHF 15,179 95.00 - - 1,442,036 - - I H EUR 238,506 100.41 103.98 - 23,949,515 21,837,041 - I H GBP 428,172 101.09 104.28 - 43,286,450 1,043 - I H JPY 125,225 9,353.70 - - 1,171,315,500 - - I H SEK 50 100.77 104.46 - 5,039 5,223 - INU H EUR 327,867 96.54 - - 31,654,728 - -


11. Soft commissions The Investment Managers have entered into arrangements with the brokerage houses from which the Fund derives benefit. These commission sharing agreements are in conformity with the rules of the Investment Managers’ UK regulator, the UK’s Financial Conduct Authority.

12. Transaction costs For the period ended 30 June 2018 and 30 June 2017, the Fund incurred transaction costs, disclosed in the unaudited statement of comprehensive income as part of net gain/(loss) on financial assets and liabilities at fair value through profit or loss, as follows:

30 June 2018 30 June 2017Man GLG European Alpha Alternative €83,224 €191,377Man GLG Alpha Select Alternative £1,057,755 £908,988Man GLG European Equity Alternative €6,239,901 €10,334,655Man GLG Global Equity Alternative €4,918 €2,722,231Man GLG Cred-Eq Alternative n/a €2,424Man AHL Multi Strategy Alternative US$4,436,191 US$1,324,311 Man AHL TargetRisk US$34,519 US$4,018 Man AHL Volatility Alternative n/a US$16,331 Man GLG European Mid-Cap Equity Alternative €249,177 €717,997Man GLG Unconstrained Emerging Equity US$166,668 US$155,659 Man GLG Innovation Equity Alternative US$255,732 US$61,008 Man GLG Global Fundamental Equity n/a US$129,260 Man NewSmith UK Equity Alternative £70,658 £33,939Man Alternative Style Risk Premia US$17,662 n/a


106

13. Significant events during the period Prospectus A new prospectus dated 3 January 2018 was issued. Share Classes Effective 9 January 2018, all the share classes of Man GLG Alpha Select Alternative and Man GLG European Equity Alternative were delisted from Irish Stock Exchange. Effective 9 January 2018, Man GLG Global Equity Alternative was fully redeemed and all the share classes of the sub-fund were delisted from Irish Stock Exchange on 10 January 2018. All remaining listed share classes were delisted from Irish Stock Exchange with effect from 16 March 2018. Below is the list of share classes which were launched during the period ended 30 June 2018: Sub Fund Share Class Launch DateMan GLG Alpha Select Alternative Class IL GBP Dist 08 March 2018Man GLG Alpha Select Alternative Class IL H EUR Dist 23 January 2018Man GLG Alpha Select Alternative Class IL H USD Dist 08 March 2018Man GLG European Equity Alternative Class DN U EUR 12 June 2018Man GLG European Equity Alternative Class INU EUR 21 March 2018Man AHL TargetRisk Class INU USD 12 March 2018Man GLG Global Emerging Markets Debt Total Return Class I H AUD 16 February 2018Man GLG Innovation Equity Alternative Class INU H EUR 21 March 2018Man Alternative Style Risk Premia Class I H CHF 11 January 2018Man Alternative Style Risk Premia Class I H JPY 22 January 2018Man Alternative Style Risk Premia Class INU H EUR 02 May 2018

Effective from 26 June 2018 the address of Investment Manager in relation to the Man Numeric Portfolios has been changed. There were no other significant events during the period ended 30 June 2018.

14. Subsequent events since the period end There have been no subsequent events since the period end that impact the Fund and require disclosure in the unaudited financial statements.

15. Stock lending The Fund may enter into stock lending programmes organised by generally recognised International Central Securities Depositories Systems provided that the programme is subject to a guarantee from the system operator. No such transactions incurred during the period.

16. Reclassification of prior period comparative figures Certain prior period comparatives have been reclassified to conform to the current period presentation.

17. Approval of financial statements The Directors approved these unaudited financial statements on 22 August 2018.

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 Man GLG European Alpha Alternative

Financial assets at fair value through profit or loss Fair % of Fair % of

Value Net Value Net

Nominal Description € Assets Nominal Description € Assets

Belgium Germany (continued)(1,156) Solvay SA 8,182 0.01 52,359 Innogy SE 1,921,052 3.35

2,069 Pfeiffer Vacuum Technology AG 291,522 0.511,212 Puma SE 607,212 1.06

European Union 270,471 RWE AG 5,280,946 9.21(8,638) ESTX SML EUR Price 96,043 0.17 1,735 SAP SE 171,678 0.30(4,256) STOXX Europe 600 Travel & Leisure Price EUR Index 2,866 0.00 10,684,016 18.62(1,534) STXE 600 EUR Price Index 8,766 0.02

107,675 0.19 Netherlands

19,915 AMG Advanced Metallurgical Group NV 959,903 1.67France 64,774 Heineken NV 5,571,859 9.71

5,993 Aeroports de Paris 36,201 0.06 754,064 ING Groep NV 9,296,101 16.21(1) Dassault Systemes SE 2 0.00 43,793 Koninklijke DSM NV 3,771,453 6.58

(6,994) Edenred 1,637 0.00 190,671 OCI NV 4,410,220 7.69 30,423 SMCP SA 100,437 0.18 24,009,536 41.86

(7,288) Societe BIC SA 24,276 0.041,322 STOXX Europe 600 Food & Beverage Price EUR Index 8,709 0.02 Sweden

572 STOXX 600 Health Care Price Index 4,935 0.01 43,477 Husqvarna AB 353,897 0.62 15,523 Teleperformance 243,980 0.44

2,572 Thales SA 6,018 0.01 426,195 0.76 Total equities 37,686,226 65.70

Germany Futures contracts (a)

(1,945) adidas AG 4,908 0.01 United Kingdom

(24,424) Deutsche Telekom AG 6,291 0.01 (52) FTSE 100 Index Futures September 2018 35,134 0.06 (19,195) Elringklinger AG 36,662 0.06

(5,255) Evonik Industries AG 2,953 0.01 Total futures contracts 35,134 0.06 (270,471) RWE AG 86,551 0.15 (1,735) SAP SE 399 0.00 (6,522) Software AG 7,249 0.01 (17,035) Suedzucker AG 5,198 0.01 (12,894) TUI AG 2,931 0.01

153,142 0.27

Ireland

78,731 Dalata Hotel Group Plc 29,564 0.05(4,619) Paddy Power Betfair Plc 21,330 0.04

20,476 Shire Plc 42,597 0.07 93,491 0.16

Malta

220,495 GVC Holdings Plc 172,670 0.30

Netherlands

(64,774) Heineken NV 46,637 0.08 (754,064) ING Groep NV 319,723 0.56 (41,468) Koninklijke DSM NV 27,369 0.05 (190,671) OCI NV 127,750 0.22

521,479 0.91

Switzerland

50,179 Coca-Cola HBC AG 23,772 0.04 (13,531) LafargeHolcim Limited 53,096 0.09

76,868 0.13

United Kingdom

123,722 Babcock International Group Plc 10,209 0.02 341,609 Cineworld Group Plc 4,263 0.01

(6,635) Compass Group Plc 266 0.00(1,040) Diageo Plc 294 0.002,951 Fevertree Drinks Plc 19,249 0.03

(2,282) InterContinental Hotels Group Plc 932 0.00 (39,266) Kingfisher Plc 3,708 0.01

(1,020) Persimmon Plc 3,143 0.014,973 Reckitt Benckiser Group Plc 6,289 0.01

69,424 Rolls-Royce Holdings Plc 33,886 0.06 1,023,594 Tesco Plc 109,183 0.19

191,422 0.34

United States

(2,960) FTSE France SMID Cap Tradable Plus Index 110,833 0.19

Total contracts for difference 1,861,957 3.26

EquitiesBelgium

19,528 Umicore SA 959,801 1.67

Denmark

58,130 Ambu A/S 1,678,976 2.93

Germany

78,123 Aroundtown SA 549,595 0.96 14,124 Fresenius SE and Company KGaA 971,731 1.69 47,822 HelloFresh SE 625,034 1.09

8,961 Home24 SE 265,246 0.45

Contracts for difference (b) Equities (continued)

107

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man GLG European Alpha Alternative (continued)Financial assets at fair value through profit or loss (continued)

Forward currency contracts (note 4) (b)**Unrealised % of

gain Net

Amount Receivable Amount Payable Maturity Date Contracts € Assets €1,748,264 DKK13,022,439 12 July 2018 3 350 0.00 €80,883 £71,337 06 July 2018 2 231 0.00 €987,368 £870,730 12 July 2018 2 3,110 0.01 €155,233 SEK1,576,360 12 July 2018 2 4,308 0.01

US$28,148,101 €24,049,378 06 July 2018 2 47,652 0.08

55,651 0.10

39,638,968 69.12

Total unrealised gain on forward currency contracts

Total financial assets at fair value through profit and loss - trading

108

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man GLG European Alpha Alternative (continued)

Financial liabilities at fair value through profit or loss Fair % of

Value Net

Nominal Description € Assets

Contracts for differenceBelgium

(7,816) Colruyt SA (17,724) (0.03)

Denmark

(1,934) Coloplast A/S (1,881) (0.00) (2,080) H Lundbeck A/S (3,215) (0.01)

(5,096) (0.01)

European Union

(2,898) GS EU Momentum Long Price (14,899) (0.03) 715 GS EU Most Short Basket (7,700) (0.01)

(22,599) (0.04)

France

12,371 Alstom SA (15,071) (0.03) 14,431 Altran Technologies SA (13,102) (0.02) 24,399 Claranova SADIR (571) (0.00) (1,135) Euro STOXX 600 Industrial Goods & Services Price Index (8,464) (0.02) 7,654 Ipsen SA (6,436) (0.01) 26,885 Rubis SCA (272,020) (0.47) (5,703) Sodexo SA (15,961) (0.03) (954) STOXX Europe 600 Chemicals Price EUR Index (3,355) (0.01) (1,120) STOXX Mid 200 Price Index (1,494) (0.00) 3,967 Trigano SA (30,129) (0.05) 22,509 Vivendi Universal SA (19,722) (0.03)

(386,325) (0.67)

Germany (76) Deutsche Lufthansa AG (1,566) (0.00) 8,784 Elringklinger AG (16,777) (0.03) (52,359) Innogy SE (27,750) (0.05)

(46,093) (0.08)

Italy

(17,227) Moncler SpA (30,420) (0.05)

Netherlands

(22,805) Koninklijke Ahold Delhaize NV (25,573) (0.04) (10,230) Wolters Kluwer NV (18,620) (0.03)

(44,193) (0.07)

Spain

(37) Metrovacesa SA - (0.00) (3,208) Tecnicas Reunidas SA (7,117) (0.01)

(7,117) (0.01)

Sweden

(9,937) ICA Gruppen AB (2,153) (0.00)

Switzerland

(2,164) STMicroelectronics NV (766) (0.00) (255) Straumann Holding AG (1,401) (0.00)

(2,167) (0.00)

United Kingdom

262,650 ConvaTec Group Plc (38,194) (0.07) (16,581) Daily Mail & General Trust Plc (11,170) (0.03) (132) FTSE 250 Index (56,005) (0.11) (12,982) Informa Plc (120) (0.00) 643,643 Melrose Industries Plc (125,264) (0.22) (46,189) Pearson Plc (18,888) (0.04)

(249,641) (0.47)

Total contracts for difference (813,528) (1.43)

109

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man GLG European Alpha Alternative (continued)Financial liabilities at fair value through profit or loss (continued)

Forward currency contracts (note 4)**Unrealised % of

loss Net

Amount Receivable Amount Payable Maturity Date Contracts € Assets €12,784 CHF14,841 12 July 2018 1 (19) (0.00) €505,000 DKK3,763,992 12 July 2018 1 (215) (0.00) £485,032 €550,378 06 July 2018 3 (2,012) (0.00)

(2,246) (0.00)

Total financial liabilities at fair value through profit or loss - trading (815,774) (1.43)

Total financial assets at fair value through profit or loss - trading 39,638,968 69.12

Total financial liabilities at fair value through profit or loss - trading (815,774) (1.43)

Other net assets 18,528,380 32.31

Net Assets Attributable to Holders of Redeemable Participating Shares 57,351,574 100.00

**The forward currency contracts are held with the Bank of New York Mellon.

Classification: (a) Exchange traded derivative instruments(b) OTC financial derivative instruments#Transferable securities other than those listed on an official stock exchange or dealt on another regulated market *Transferable securities dealt on another regulater market All other investments held at the year end are transferable securities listed on an official stock exchange

% of TotalAssets

61.540.06

3.13

Analysis of Total AssetsTransferable securities listed on an official stock exchangeExchange traded financial derivative instruments described in classification (a) above

OTC financial derivative instruments described in classification (b) aboveOther current assets 35.27

100.00

Analysis of Total Assets rather than Net Assets is required under UCITS Notice 8.2 appendix B.

Total unrealised loss on forward currency contracts

110

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man GLG Alpha Select AlternativeFinancial assets at fair value through profit or loss

Fair % of Fair % of Value Net Value Net

Nominal Description £ Assets Nominal Description £ AssetsCollective investment scheme Contracts for difference (b) (continued)Bermuda United Kingdom (continued)

438,256 CATCo Reinsurance Opportunities Fund Limited 336,099 0.05 207,159 OneSavings Bank Plc 69,165 0.01 731,918 Pagegroup Plc 107,392 0.02

Total collective investment scheme 336,099 0.05 (2,464,477) Pendragon Plc 71,241 0.01 140,920 Petrofac Limited 73,143 0.01

Contracts for difference (b) 544,892 QinetiQ Group Plc 241,363 0.04Bermuda 21,557 Reckitt Benckiser Group Plc 9,231 0.00

198,831 Hiscox Limited 113,036 0.02 1,047,451 RELX Plc 222,564 0.0465,899 Robert Walters Plc 35,423 0.01

European Union 535,027 Rolls-Royce Holdings Plc 614,527 0.11(7,435) GS EU Momentum Long Price 188,248 0.03 (454,126) Royal Mail Plc 133,266 0.02

277,579 RSA Insurance Group Plc 8,109 0.00Germany (1,471,992) Sage Group Plc/The 394,425 0.06

(129,235) TUI AG 3,133 0.00 (56,004) Savills Plc 28,177 0.00 487,833 St. Modwen Properties Plc 206,563 0.03

Ireland (294,914) Stobart Group Limited 3,967 0.00 1,511,748 Experian Plc 1,316,720 0.21 (51,277) Superdry Plc 63,637 0.01 638,121 Hibernia REIT Plc 18,619 0.00 778,725 Synthomer Plc 195,114 0.03

48,875 Shire Plc 116,154 0.02 (562,535) TalkTalk Telecom Group Plc 17,716 0.00 1,451,493 0.23 (216,732) Tate & Lyle Plc 30,429 0.00

(35,992) Ted Baker Plc 64,401 0.01Isle of Man (141,719) Telecom Plus Plc 34,054 0.01

(133,631) Playtech Plc 47,043 0.01 10,099,620 Tesco Plc 775,279 0.12 (504,451) Thomas Cook Group Plc 58,328 0.01

Jersey 656,703 Tullow Oil Plc 50,604 0.01 3,771,712 Breedon Group Plc 53,643 0.01 (143,948) Tyman Plc 7,665 0.00 (2,209,332) Redefine International Plc 12,587 0.00 317,825 Watkin Jones Plc 48,051 0.01

66,230 0.01 11,622,232 1.87

Netherlands United States37,459 Rhi Magnesita NV 60,059 0.01 1,878,024 Diversified Gas & Oil Plc 744,558 0.12

2,000,732 Royal Dutch Shell Plc-A 995,267 0.16 198,668 Royal Dutch Shell Plc-B 8,558 0.00 Total contracts for difference 15,519,552 2.50

1,063,884 0.17Equities

Switzerland Jersey 334,167 Ferguson Plc 219,695 0.04 1,176,389 Breedon Group Plc 966,992 0.15

United Kingdom United Kingdom (420,723) AA Plc 20,355 0.00 3,092,041 Gaming Realms Plc 296,063 0.05 (236,578) Ashtead Group Plc 27,344 0.00 177,329 Mind Gym Limited 314,758 0.05

27,898 AVEVA Group Plc 75,211 0.01 1,223,867 Urban Exposure Plc 1,272,822 0.20 2,214,976 B&M European Value Retail SA 10,708 0.00 1,883,643 0.30 1,627,555 BAE Systems Plc 157,112 0.03 (149,934) Berkeley Group Holdings Plc 437,526 0.07 United States 525,864 BHP Billiton Plc 179,304 0.03 1,585,244 FFI Holdings Plc 1,260,269 0.20 (602,184) British Land Company Plc/The 22,109 0.00 2,834,782 Capita Group Plc 121,739 0.02 Total equities 4,110,904 0.65 (830,138) Card Factory Plc 200,114 0.03 1,362,038 Centrica Plc 23,033 0.00 Futures contract (a) 1,051,448 Chemring Group Plc 359,398 0.06 United Kingdom 113,766 Close Brothers Group Plc 37,520 0.01 (3,210) FTSE 100 Index Futures September 2018 194,260 0.03 283,140 Croda International Plc 82,320 0.01 (373,248) Dairy Crest Group Plc 156,171 0.03 Total futures contract 194,260 0.03

23,364 Derwent London Plc 5,606 0.00 (3,399,451) Direct Line Insurance Group Plc 576,508 0.09 Government bonds (387,310) Dixons Carphone Plc 60,646 0.01 United Kingdom# 370,156 DS Smith Plc 60,739 0.01 9,000,000 United Kingdom Treasury Bill 0% 03/09/2018 8,992,035 1.44 (256,925) Dunelm Group Plc 274,401 0.04 3,000,000 United Kingdom Treasury Bill 0% 23/07/2018 2,999,235 0.48 (397,739) Esure Group Plc 29,793 0.00 15,000,000 United Kingdom Treasury Bill 0% 06/08/2018 14,992,875 2.40

(1,675) FTSE 250 Index 116,343 0.02 31,000,000 United Kingdom Treasury Bill 0% 20/08/2018 30,980,625 4.96 1,158,802 Gaming Realms Plc 21,094 0.00 20,000,000 United Kingdom Treasury Bill 0% 10/09/2018 19,980,200 3.20 (202,576) Hammerson Plc 18,321 0.00 25,000,000 United Kingdom Treasury Bill 0% 24/09/2018 24,974,125 4.00 (207,327) Hastings Group Holdings Plc 48,425 0.01 17,650,000 United Kingdom Treasury Bill 0% 01/10/2018 17,624,319 2.82 988,891 Hays Plc 48,045 0.01 10,000,000 United Kingdom Treasury Bill 0% 22/10/2018 9,982,050 1.60 175,944 Hollywood Bowl Group Plc 39,705 0.01 8,000,000 United Kingdom Treasury Bill 0% 29/10/2018 7,984,840 1.28 345,497 Hunting Plc 166,995 0.03 16,000,000 United Kingdom Treasury Bill 0% 05/11/2018 15,967,440 2.56 500,172 Ibstock Plc 202,083 0.03 25,000,000 United Kingdom Treasury Bill 0% 12/11/2018 24,947,875 4.00 840,206 Imperial Brands Plc 592,699 0.10 15,000,000 United Kingdom Treasury Bill 0% 19/11/2018 14,965,650 2.40 3,079,516 Informa Plc 1,598,212 0.27 35,000,000 United Kingdom Treasury Bill 0% 03/12/2018 34,915,125 5.59 (1,173,485) Intu Properties Plc 218,843 0.04 50,000,000 United Kingdom Treasury Bill 0% 10/12/2018 49,873,500 7.99 186,149 J D Wetherspoon Plc 68,365 0.01 279,179,894 44.72 149,021 J D Sports Fashion Plc 56,919 0.01 (355,925) Jupiter Fund Management Plc 84,041 0.01 Total government bonds 279,179,894 44.72 (1,488,187) Kingfisher Plc 128,830 0.02 14,580,972 Lloyds Banking Group Plc 15,437 0.00 Options contract (b) 540,268 London Stock Exchange Group Plc 1,164,816 0.20 United Kingdom (22,228) Metro Bank Plc 91,917 0.01 3,596 Call on 1.6 CNA LN 17 August 2018 179,800 0.03 321,659 National Grid Plc 27,124 0.00 (446,086) NewRiver REIT Plc 119,486 0.02 Total options contract 179,800 0.03 915,202 Norcros Plc 313,041 0.05

111

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man GLG Alpha Select Alternative (continued)Financial assets at fair value through profit or loss (continued)

Forward currency contracts (note 4)** (b)Unrealised % of

gain Net

Amount Receivable Amount Payable Maturity Date Contracts £ Assets€427,507,026 £376,721,276 06 July 2018 16 1,410,145 0.23£194,249 €219,530 12 July 2018 1 41 0.00£38,187 US$50,000 06 July 2018 1 326 0.00£45,692 US$60,226 12 July 2018 1 101 0.00US$126,842,869 £95,530,261 06 July 2018 4 515,891.00 0.08

Total unrealised gain on forward currency contracts 1,926,504 0.31


112

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man GLG Alpha Select Alternative (continued)Financial liabilities at fair value through profit or loss


Nominal Description £ Assets Nominal Description £ AssetsContracts for difference Contracts for difference (continued)European Union United Kingdom (continued)

8,605 GS EU Momentum Short Price (94,663) (0.02) (22,554) Russell UK MID 150 Index (492,069) (0.08) (232,827) RWS Holdings Plc (109,530) (0.02)

Hungary (449,890) Sabre Insurance Group Plc (103,144) (0.02)44,268 Wizz Air Holdings Plc (33,590) (0.01) 188,978 Serica Energy Plc (22,819) (0.00)

(500,068) SSE Plc (34,679) (0.01)Ireland (98,634) Travis Perkins Plc (83,731) (0.01)

252,015 DCC Plc (796,617) (0.13) (118,191) Unilever Plc (84,964) (0.01) (165,075) Glanbia Plc (144,220) (0.02) 359,282 Volution Group Plc (12,035) (0.00) (59,374) Glanbia Plc_CSSE (84,673) (0.01) 1,085,172 WPP Plc (255,989) (0.04) 1,252,378 Green REIT Plc (33,926) (0.01) (6,536,220) (1.04) (1,452,678) Greencore Group Plc (359,089) (0.06) (114,554) Kerry Group Plc (13,689) (0.00) United States (63,670) Paddy Power Betfair Plc (41,657) (0.01) 64,704 Carnival Plc (271,897) (0.04) 985,072 Ryanair Holdings Plc (244,840) (0.04)

(1,718,711) (0.28) Total contracts for difference (9,283,565) (1.49)

Israel 154,329 Taptica international Limited (78,804) (0.01)

Jersey (141,478) JTC Plc (110,242) (0.02)

Malta (121,367) GVC Holdings Plc (190,709) (0.03)

Switzerland 522,779 Coca-Cola HBC AG (248,729) (0.04)

United Kingdom (864,717) AO World Plc (283,169) (0.05) 222,867 Arrow Global Group Plc (338,371) (0.05) 191,625 Ashmore Group Plc (27,127) (0.00) 626,951 Associated British Foods Plc (114,183) (0.02)

25,500 AstraZeneca Plc (4,710) (0.00) (253,049) Auto Trader Group Plc (7,757) (0.00) 1,332,345 Babcock International Group Plc (7,347) (0.00) (860,542) Bakkavor Group Plc (33,575) (0.01) 1,512,680 Balfour Beatty Plc (94,332) (0.02) 100,517 Beazley Plc (3,753) (0.00) 155,293 Bellway Plc (355,861) (0.06) 1,439,139 BP Plc (17,129) (0.00) (257,411) Burberry Group Plc (42,280) (0.01) (1,170,213) Compass Group Plc (38,424) (0.01) 3,566,808 ConvaTec Group Plc (511,126) (0.07) 311,562 Costain Group Plc (30,920) (0.00) (206,749) De La Rue Plc (76,080) (0.01)

(13) Dechra Pharmaceuticals Plc (15) (0.00) 828,249 Diageo Plc (13,576) (0.00) 1,681,819 DS Smith Plc (170,591) (0.03) 475,167 easyJet Plc (255,663) (0.04) (811,807) Eddie Stobart Logistics Plc (18,833) (0.00) (485,259) Essentra Plc (31,837) (0.01) 322,463 Forterra Plc (22,844) (0.00)

(271) FTSE 250 Index (111,591) (0.02) 1,456,749 G4S Plc (161,936) (0.03) (82,323) GlaxoSmithKline Plc (2,814) (0.00) (1,637,563) HSBC Holdings Plc (15,538) (0.00)

36,731 Intermediate Capital Group Plc (15,071) (0.00) 838,761 ITE Group Plc_CSSE (223,760) (0.04) 1,467,830 ITE Group Plc_CSSE (196,993) (0.03) 334,823 John Wood Group Plc (111,631) (0.02) 574,127 Johnson Matthey Plc (834,660) (0.12) (73,636) Just Eat Plc (32,811) (0.01) 1,532,239 Just Group Plc (99,426) (0.02) 326,809 Lancashire Holdings Limited (53,797) (0.01) (113,888) Land Securities Group Plc (9,895) (0.00) 608,615 Legal & General Group Plc (10,718) (0.00) (1,384,192) Lookers Plc (78,099) (0.01) 357,624 McBride Plc (134,532) (0.02) (370,712) Meggitt Plc (104,737) (0.02) (433,155) Mitchells & Butlers Plc (28,251) (0.00)

66,998 Mondi Plc (3,520) (0.00) (328,229) Northgate Plc (186,087) (0.03) (222,666) PayPoint Plc (104,932) (0.02) (155,628) Pearson Plc (39,450) (0.01) (135,040) Polypipe Group Plc (7,442) (0.00) 131,548 Redrow Plc (114,596) (0.02) (1,765,808) Rentokil Initial Plc (32,146) (0.01) (202,680) Rio Tinto Plc (123,324) (0.02)

113

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man GLG Alpha Select Alternative (continued)Financial liabilities at fair value through profit or loss (continued)


loss Net

Amount Receivable Amount Payable Maturity Date Contracts £ Assets£472,437 €536,493 06 July 2018 7 (2,095) (0.00)£1,157 €1,308 06 July 2018 1 - (0.00)£10,163 €11,553 12 July 2018 3 (58) (0.00)£104,998 US$140,739 12 July 2018 3 (1,539) (0.00)SEK12,806,839 £1,087,945 06 July 2018 1 (3,398) (0.00)US$20,000 £15,275 06 July 2018 1 (131) (0.00)

Total unrealised loss on forward currency contracts (7,221) (0.00)

Total financial liabilities at fair value through profit or loss - trading (9,290,786) (1.49)





**The forward currency contracts are held with The Bank of New York Mellon

Classifications:(a) Exchange traded derivative instruments(b) OTC financial derivative instruments#Transferable securities other than those listed on an official stock exchange or dealt on another regulated market*Transferable securities dealt on another regulater market

All other investments held at the year end are transferable securities listed on an official stock exchange

Analysis of Total Assets Assets Transferable securities listed on an official stock exchange 0.70Exchange traded financial derivative instruments described in classification (a) above 0.03Transferable securities as described in # above 43.64OTC financial derivative instruments described in classification (b) above 2.76Other current assets 52.87

100.00


% of Total

114

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man GLG European Equity AlternativeFinancial assets at fair value through profit or loss


Nominal Description € Assets Nominal Description € AssetsContracts for difference (b) Contracts for difference (b) (continued)Australia Czech Republic

349,255 Alumina Limited 46,413 0.00 84,241 CEZ AS 141,183 0.01227,114 Evolution Mining Limited 38,437 0.00

(712,526) Fortescue Metals Group Limited 55,642 0.00 Denmark 97,959 Iluka Resources Limited 39,674 0.00 137,957 Ambu A/S 941,946 0.09

631,741 Independence Group NL 71,491 0.01 13,397 Carlsberg A/S 15,583 0.00(46,322) OneMarket Limited 335 0.00 5 Coloplast A/S 42 0.00375,986 OZ Minerals Limited 80,897 0.02 14,631 DSV A/S 6,265 0.00

77,934 Sandfire Resources NL 57,960 0.01 35,932 FLSmidth & Company A/S 2,303 0.0026,176 South32 Limited 2,153 0.00 (12,609) H Lundbeck A/S 9,712 0.00

219,182 Western Areas Limited 44,870 0.00 (177) ISS A/S 5 0.00174,126 Whitehaven Coal Limited 153,458 0.01 (31,956) NKT A/S 62,149 0.01

591,330 0.05 (5) Novo Nordisk A/S 7 0.00(76,426) Novozymes A/S 6,700 0.00

Austria (221,782) Orsted A/S_GS 272,751 0.02(14) ams AG 161 0.00 76,967 Orsted A/S_GS 404,962 0.04168 ANDRITZ AG 50 0.00 285 Tryg A/S 153 0.00(60) BUWOG AG 15 0.00 (23,811) Vestas Wind Systems A/S 51,632 0.00

(33,963) Raiffeisen Bank International AG 157,155 0.02 1,774,210 0.1688,843 Verbund AG 122,975 0.01

(1,185) voestalpine AG 5,764 0.00 European Union286,120 0.03 (18,680) ESTX SML EUR Price 224,535 0.02

(8,703) GS EU Momentum Long Price 60,669 0.01Belgium (36,155) MSGLG46 132,764 0.01

(5) Ackermans & van Haaren NV 11 0.00 69,394 MSGLGDEF 37,584 0.00 (43,893) bpost SA 177,004 0.02 18,594 MSGLOILS 49,631 0.00 705 Cofinimmo 386 0.00 (173,262) MSGLSXNP Index 567,032 0.05

705 Cofinimmo SA 2 0.00 (621) OMX Helsinki 25 Index 720 0.001,328 Colruyt SA 11,929 0.00 (9,205) STOXX Europe 600 Travel & Leisure Price Index 3,661 0.00

(11,125) Galapagos NV 39,647 0.00 (18,101) STXE 600 EUR Price Index 91,934 0.01 (5) Groupe Bruxelles Lambert SA 17 0.00 1,168,530 0.10 (8,371) Ion Beam Applications 4,643 0.00

(62,548) Ontex Group NV 265,394 0.02 Finland (35,088) Solvay SA 204,995 0.02 6,474 Cargotec Oyj 2,530 0.00 (18,195) Telenet Group Holding NV 221,615 0.02 297,873 Fortum Oyj 628,078 0.06 83,441 Umicore SA 182,002 0.02 (26,296) Huhtamaki Oyj 79,772 0.01

1,107,645 0.10 5 Kesko Oyj 13 0.00156,791 Nokia Oyj 63,123 0.01

Bermuda 33,952 Nokian Renkaat Oyj 42,660 0.00 (86,658) Assured Guaranty Limited 35,731 0.01 (1,923) Outokumpu Oyj 569 0.00 (389) Everest Re Group Limited 4,073 0.00 (224,179) Stora Enso Oyj 529,487 0.05 63,020 Hiscox Limited 24,455 0.00 87,167 Terveystalo Oyj 120,807 0.01 5,106 Odfjell Drilling Limited 0 0 37,882 Valmet Oyj 15,239 0.00

(25,180) Textainer Group Holdings Limited 27,112 0.00 (316,962) Wartsila Oyj Abp 393,454 0.03(19,862) Triton International Limited/Bermuda 15,047 0.00 1,875,732 0.17

106,418 0.01France

Brazil (21,032) Accor SA 58,208 0.01(156,080) Gerdau SA 170,478 0.02 133,030 Aeroports de Paris 1,196,401 0.12

(6,245) Air Liquide SA 7,829 0.00Canada 51,802 Airbus SE 71,609 0.01

(584,687) Baytex Energy Corporation 5,288 0.00 20,437 Alten SA 100,986 0.01(105,282) Hudbay Minerals Inc 121,882 0.01 (2,179) Amundi SA 15,298 0.00(114,516) Ivanhoe Mines Limited 11,142 0 (19,923) Arkema SA 77,595 0.01

(4,337) Shaw Communications Inc 1,745 0.00 (5) Bouygues SA 22 0.00140,057 0.01 (14,228) Bureau Veritas SA 7,209 0.00

(166,271) Carrefour SA 281,143 0.02China 724,219 CGG SA 30,088 0.00

(304,000) Air China Limited 2,921 0.00 (33,876) Cie de Saint-Gobain 29,133 0.00 (631,081) CGN Power Company Limited 8,782 0.00 (20,563) Cie Generale des Etablissements Michelin SCA 132,567 0.01

105,784 China Conch Venture Holdings Limited 82,537 0.01 (104,376) Cie Plastic Omnium SA 376,912 0.03 (264,308) China Merchants Bank Company Limited 94,037 0.01 (47) Dassault Aviation SA 2,056 0.00 (491,950) China Minsheng Banking Corporation Limited 54,560 0.00 (6) Dassault Systemes SE 11 0.00 (234,136) China Shenhua Energy Company Limited 34,642 0.00 (52,649) Edenred 7,350 0.00

(342,000) China Southern Airlines Company Limited 13,721 0.00 468,134 Electricite de France SA 262,023 0.02(494,054) CRRC Corporation Limited 100,721 0.01 (243) Elior Group SA 1,107 0.00(554,009) Dongfeng Motor Group Company Limited 67,902 0.01 (342,437) Engie SA 304,384 0.03

43,358 ENN Energy Holdings Limited 48,976 0.00 (2,082) Eramet 59,263 0.01(133,958) Hengan International Group Company Limited 3,821 0.00 5 Essilor International Cie Generale d'Optique SA 37 0.00

(55,520) iQIYI Inc 212,488 0.03 (1,772) ESTX EUR Price Index 19,825 0.00(2,425) Noah Holdings Limited 13,961 0.00 (6,067) Eurazeo SA 44,540 0.00

(358,531) Sinopharm Group Company Limited 188,318 0.02 (12,885) Euro Stoxx 600 Industrial Goods & Services Price Index 164,927 0.01(223,998) Sogou Inc 105,134 0.01 21,242 Eutelsat Communications SA 22,277 0.00

(54,500) Sunac China Holdings Limited 39,457 0.00 (8,218) Faurecia SA 38,553 0.00(521) TAL Education Group 1,087 0.00 (16,342) Getlink 6,761 0.00

181,753 Tianhe Chemicals Group Limited 0 0.00 (5,986) Hermes International 178,142 0.02 (285,000) Yanzhou Coal Mining Company Limited 46,905 0.00 5 Ingenico Group SA 24 0.00

(728,000) Zhou Hei Ya International Holdings Company Limited 23,109 0.00 (26,761) JCDecaux SA 63,448 0.011,143,079 0.10 (108,198) Klepierre SA 159,095 0.01

115

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man GLG European Equity Alternative (continued)Financial assets at fair value through profit or loss (continued)


Nominal Description € Assets Nominal Description € AssetsContracts for difference (b) (continued) Contracts for difference (b) (continued)France (continued) Germany (continued)

(20,931) Legrand SA 53,835 0.00 (3,528) MTU Aero Engines AG 423 0.005 L'Oreal SA 48 0.00 (129,060) Nordex SE 106,242 0.01

(29,048) LVMH Moet Hennessy Louis Vuitton SE 194,709 0.02 (23,152) OSRAM Licht AG 4,809 0.0036,258 Nexity SA 82,592 0.01 (7,561) Pfeiffer Vacuum Technology AG 65,222 0.01

14 Pernod Ricard SA 45 0.00 (31,067) Porsche Automobil Holding SE 251,393 0.02(1,960) Remy Cointreau SA 26,743 0.00 4,243 Puma SE 163,608 0.01

(12,077) Renault SA 9,734 0.00 (4,648) Rheinmetall AG 66,195 0.01(282,632) Rexel SA 200,220 0.02 (63,565) Salzgitter AG 462,552 0.04

(4,839) Rubis SCA 26,361 0.00 14,796 SAP SE 155,509 0.01(29,934) Schneider Electric SE 83,314 0.01 1,526 Sartorius AG 21,343 0.00

(2,413) SEB SA 15,141 0.00 (228,804) Schaeffler AG 406,105 0.04209,163 SMCP SA 520,602 0.05 (5,770) Siemens AG 10,653 0.00(39,648) Societe BIC SA 171,364 0.02 (16,668) Siemens Healthineers AG 9,749 0.00(20,518) STOXX 600 Automobiles & Parts 911,669 0.08 (3,424) Siltronic AG 138,138 0.01

1,236 STOXX 600 Health Care 10,259 0.00 (118,784) Software AG 267,299 0.02(45,298) STOXX Europe 600 Basic Resources Price Index 389,498 0.03 (196) STADA Arzneimittel AG 440 0.00

(1,727) STOXX Europe 600 Chemicals Price EUR Index 41,157 0.00 (36,838) Suedzucker AG 10,618 0.007,811 STOXX Europe 600 Food & Beverage Price Index 38,517 0.00 39,405 Symrise AG 153,084 0.01(9,449) STOXX Europe 600 Oil & Gas Price EUR Index 61,047 0.01 (20,076) thyssenkrupp AG 33,207 0.00(4,364) STOXX Europe Small 200 Price Index 12,120 0.00 (70,588) TUI AG 7,514 0.00

124,774 Teleperformance 2,617,832 0.24 (443,808) Uniper SE 72,371 0.0123,906 Thales SA 198,662 0.02 (1,092) United Internet AG 3,804 0.00(64,964) TOTAL SA 110,256 0.01 (3,225) Volkswagen AG_CS 56,198 0.0013,115 Ubisoft Entertainment SA 316,836 0.03 (16,998) Volkswagen AG_MS 144,046 0.01

(1) Unibail-Rodamco-Westfield 1 0.00 (436) Vonovia SE 47,461 0.00(37,003) Valeo SA 86,852 0.01 (10,479) Wacker Chemie AG 267,163 0.02

(688,855) Vallourec SA 161,779 0.01 2,777 Zalando SE 5,096 0.00(6,011) Vinci SA 15,942 0.00 10,614,159 0.94

(16,053) Vivendi SA 13,682 0.00(2,791) Wendel SA 51,583 0.00 Hong Kong

10,141,223 0.90 80,307 China Gas Holdings Limited 43,535 0.00(411,623) China Merchants Port Holdings Company Limited 89,912 0.01

Germany (373,518) ChinaAMC ETF Series - ChinaAMC CSI 300 Index ETF 186,032 0.02(7,494) 1&1 Drillisch AG 94,036 0.01 (173) Hang Seng Finance Index 99,892 0.01

(33,464) Adidas AG 177,875 0.02 419,371 0.04168,738 Aroundtown SA 55,432 0.00

(8,469) Aurubis AG 73,321 0.01 Ireland(10,112) Axel Springer SE 25,321 0.00 (15,061) Adient Plc 67,059 0.01

(2,811) BASF SE 1,636 0.00 (2,101) Allegion Plc 6,434 0.00(124,872) Bayer AG 1,029,892 0.10 (3,654) Bank of Ireland Group Plc 1,835 0.00

(27,874) Bayerische Motoren Werke AG 170,639 0.02 (135) CRH Plc 241 0.00(294) Beiersdorf AG 401 0.00 419,142 Dalata Hotel Group Plc 147,336 0.01

(3,892) Commerzbank AG 9,146 0.00 42 DCC Plc 48 0.00(75) Continental AG 2,205 0.00 611,235 Experian Plc 1,161,840 0.11

28,525 Covestro AG 46,226 0.00 8,101 Glanbia Plc 16,190 0.007,525 CTS Eventim AG & Company KGaA 21,266 0.00 243,384 Hibernia REIT plc 15,715 0.00

(328) DAX Index 89,428 0.01 (39,542) Kerry Group Plc 21,842 0.00(8,983) Deutsche Boerse AG 6,243 0.00 (17,979) Paddy Power Betfair Plc_GS 21,935 0.00

(363,366) Deutsche Lufthansa AG 612,983 0.06 1,087 Paddy Power Betfair Plc_CS 7,065 0.00(52,847) Deutsche Telekom AG 11,730 0.00 (28,027) Ryanair Holdings Plc 20,087 0.00(10,612) Duerr AG 99,330 0.01 68,577 Shire Plc_GS 180,171 0.02

1,981,039 E.ON SE 483,257 0.04 301,936 Shire Plc_CS 713,440 0.06(245,022) ElringKlinger AG 467,992 0.04 101,122 Smurfit Kappa Group Plc 307,710 0.03

(11,365) Evonik Industries AG 8,221 0.00 2,688,948 0.24(46,281) Fielmann AG 403,115 0.0464,594 Fraport AG Frankfurt Airport Services Worldwide 110,897 0.01 Israel

(229,438) Freenet AG 746,598 0.08 (1,094) Check Point Software Technologies Limited 575 0.0060,824 Fresenius SE & Company KGaA 7,337 0.00 73,413 Frutarom Industries Limited 18,166 0.00(3,033) FUCHS PETROLUB SE 11,424 0.00 (10,868) Mazor Robotics Limited 14,280 0.00

(94,752) GEA Group AG 655,157 0.07 33,021 0.00(905) GRENKE AG 3,877 0.00

(127,742) Hapag-Lloyd AG 605,771 0.06 Italy26,379 HeidelbergCement AG 2,139 0.00 (1,754,529) A2A SpA 149,597 0.01

135,373 HelloFresh SE 157,051 0.01 236,156 Atlantia SpA 146,939 0.01653 Henkel AG & Company KGaA 2,189 0.00 (51,640,358) Banca Carige SpA 8,017 0.00

(29,559) HOCHTIEF AG 38,106 0.00 (455,056) BPER Banca 4,842 0.0020,657 Home24 SE 127,334 0.01 (246,100) Enel SpA 609 0.00(88,584) Infineon Technologies AG 287,012 0.03 (28,412) Ferrari NV_MS 102,572 0.01(78,902) K+S AG 142,058 0.01 (803) Ferrari NV_CS 1 0.00

(691) KION Group AG 7,929 0.00 (116,309) FinecoBank Banca Fineco SpA 18,093 0.00(7,107) LANXESS AG 5,428 0.00 (59,970) Gima TT SpA 138,554 0.01

(25,253) Leoni AG 199,947 0.02 (3,836) Intesa Sanpaolo SpA 1,358 0.0013,489 Linde AG 227,859 0.02 (1,800,511) Italgas SpA 550,252 0.0571,980 MAN SE 147,974 0.01 (111,921) Moncler SpA 119,487 0.01

268,494 McKesson Europe AG 139,894 0.01 (3,290) Pirelli & C SpA 487 0.0012,274 Merck KGaA 6,954 0.00 (100,452) Poste Italiane SpA 42,664 0.00

(189,892) METRO AG 161,287 0.01 (597) Prysmian SpA 1,994 0.00

116



Nominal Description € Assets Nominal Description € AssetsContracts for difference (b) (continued) Contracts for difference (b) (continued)Italy (continued) Netherlands

3,705,374 Snam SpA 206,799 0.02 88,896 Aalberts Industries NV 188,201 0.02(1,679,367) Telecom Italia SpA/Milano 208,210 0.02 (7,487) Akzo Nobel NV 17,602 0.00(3,950,250) Terna Rete Elettrica Nazionale SpA 815,111 0.08 79,408 Altice Europe NV_CS 140,179 0.01

(14) UniCredit SpA 42 0.00 574,777 Altice Europe NV_MS 180,877 0.02 2,515,628 0.22 (86,581) Arcadis NV 62,618 0.01

(8,556) ASML Holding NV 13,260 0.00Japan (14) ASR Nederland NV 33 0.00

(96,609) Adastria Company Limited 38,558 0.00 359 Boskalis Westminster 7,726 0.0081,975 Ain Holdings Inc 546,093 0.05 (7,149) Euronext NV 10,449 0.0078,122 Asahi Group Holdings Limited 41,563 0.00 (457) EXOR NV 1,389 0.00(72,798) Bridgestone Corporation 23,019 0.00 123,212 Gemalto NV 11,356 0.00(82,258) Coca-Cola Bottlers Japan Holdings Inc 141,824 0.01 58,730 IMCD NV 331,152 0.03(37,008) Daito Trust Construction Company Limited 244,624 0.02 2,695 Koninklijke DSM NV 567 0.00

(25) Daiwa Securities Group Inc 2 0.00 (6,413,857) Koninklijke KPN NV 41,529 0.0049,258 en-japan Inc 102,059 0.01 (104,949) Koninklijke Vopak NV 132,164 0.01(52,087) Ezaki Glico Company Limited 54,201 0.00 (186,760) OCI NV 89,645 0.0122,498 Fast Retailing Company Limited 1,462,641 0.13 (5) PostNL NV - 0.00

(141,100) Financial Products Group Company Limited 48,542 0.00 (13,617) QIAGEN NV 10,761 0.00(65,291) Harmonic Drive Systems Inc 311,640 0.03 (5) Randstad NV 16 0.00

(341,201) Honda Motor Company Limited 694,535 0.06 692,158 Royal Dutch Shell Plc_CS 607,401 0.04(47) Idemitsu Kosan Company Limited 17 0.00 200,669 Royal Dutch Shell Plc_CS 286,061 0.03

80,257 IHI Corporation 57,046 0.01 318,376 Royal Dutch Shell Plc_MS 186,461 0.0294,079 Japan Investment Adviser Company Limited 739,824 0.07 (19) SBM Offshore NV 14 0.00

248,404 Japan Tobacco Inc 218,608 0.02 (14) Signify NV 50 0.00(294,000) JGC Corporation 360,357 0.03 (2,494,984) Sns Reaal AG 25 0.00

(1,135,494) Kajima Corporation 1,454,728 0.13 14,512 Takeaway.com NV 173,267 0.02(25,743) Kawasaki Heavy Industries Limited 28,012 0.00 98 Unilever NV 73 0.00

(52) Koito Manufacturing Company Limited 285 0.00 2,492,876 0.22(408,655) Kubota Corporation 796,855 0.07(310,662) Lion Corporation 157,157 0.01 New Zealand(159,312) Mazda Motor Corporation 73,778 0.01 (53,686) Fisher & Paykel Healthcare Corporation Limited 11,096 0.00

54,979 MEIJI Holdings Company Limited 258,388 0.02(208,459) Mitsui Chemicals Inc 454,387 0.04 Norway(190,119) Mitsui Fudosan Company Limited 66,984 0.01 (30,258) Aker BP ASA 5,377 0.00

(53,185) Nissan Chemical Corporation 5,194 0.00 1,464,639 Elkem ASA 1,028,937 0.10(39,989) Nitori Holdings Company Limited 234,760 0.02 (164,893) Fred Olsen Energy ASA 53,803 0.00

(2,398,004) NTN Corporation 761,589 0.07 5 Gjensidige Forsikring ASA 3 0.00(911,163) Oji Holdings Corporation 254,590 0.02 (220,915) Marine Harvest ASA 127,721 0.01334,951 Outsourcing Inc 244,438 0.02 534,373 NEL ASA 3,569 0.00(148,292) Persol Holdings Company Limited 234,477 0.02 (395,752) Norsk Hydro ASA 165,272 0.02

6,769 Pigeon Corporation 6,133 0.00 1,160 Norwegian Air Shuttle ASA 11,385 0.005,933 Ryohin Keikaku Company Limited 88,817 0.01 (2,506) Schibsted ASA 3,741 0.00

(241,397) Sakata INX Corporation 298,904 0.03 (99,052) Storebrand ASA 18,614 0.00(109,369) Seria Company Limited 435,218 0.04 (159) Yara International ASA 8 0.00

97,947 SG Holdings Company Limited 27,078 0.00 1,418,430 0.13(65,607) Shimamura Company Limited 1,530,410 0.15

(297,153) Subaru Corporation 476,218 0.04 Poland107,074 Sumitomo Realty & Development Company Limited 229,155 0.02 (35,318) Jastrzebska Spolka Weglowa SA 41,002 0.00

(20) Suntory Beverage & Food Limited 11 0.00 21,812 KGHM Polska Miedz SA 5,001 0.00(121,391) Taiheiyo Cement Corporation 502,253 0.04 46,003 0.00

(38,870) TechnoPro Holdings Inc 96,158 0.01(23) Tosoh Corporation - 0.00 Portugal

87,842 Toyota Motor Corporation 137,610 0.01 (52,097) Banco Comercial Portugues SA 1,027 0.00(230,045) Yaskawa Electric Corporation 1,695,575 0.16 8,722 EDP - Energias de Portugal SA 2,706 0.00

(32,637) Zeon Corporation 23,340 0.00 1,643 Galp Energia SGPS SA 979 0.00 15,657,655 1.39 (5,542) Jeronimo Martins SGPS SA 3,127 0.00

7,839 0.00Jersey

637,840 Breedon Group Plc 6,627 0.00 Russia42,677 Phoenix Group Holdings 79,665 0.01 (49,773) Polymetal International Plc 33,206 0.00

86,292 0.01South Africa

Luxembourg (150,879) Kumba Iron Ore Limited 102,220 0.01(18,251) APERAM SA 56,888 0.01 3,462,225 Petra Diamonds Limited 116,969 0.01(67,699) ArcelorMittal_GS 43,685 0.00 219,189 0.02(58,937) ArcelorMittal_GS 188,070 0.0299,501 Befesa SA 619,574 0.06 South Korea32,129 SES SA 103,104 0.01 (2,305) Amorepacific Corporation 34,389 0.00(41,440) Tenaris SA 5,619 0.00

(8,068) Ternium SA 17,755 0.00 Spain 1,034,695 0.10 (106,397) Acerinox SA 18,673 0.00

87,308 ACS Actividades de Construccion y Servicios SA_GS 205,981 0.02Malta 189,967 ACS Actividades de Construccion y Servicios SA_GS 167,551 0.01

906,192 GVC Holdings Plc 715,920 0.07 (47,902) Aena SME SA 611,675 0.05(27,318) Kindred Group Plc 23,160 0.00 (14) Bankia SA 5 0.00

739,080 0.07 (616) Bankinter SA 151 0.00(1,209) CaixaBank SA 380 0.00

Mexico 126,067 Cellnex Telecom SA 15,379 0.00399,896 Grupo Mexico SAB de CV 33,587 0.00 1,283 Enagas SA 1,861 0.00

117



Nominal Description € Assets Nominal Description € AssetsContracts for difference (b) (continued) Contracts for difference (b) (continued)Spain (continued) Switzerland (continued)

169,784 Ence Energia y Celulosa SA 115,405 0.01 (98) Pargesa Holding SA 611 0.00501,077 Endesa SA 354,574 0.03 3,663 PSP Swiss Property AG 1,612 0.00215,635 Ferrovial SA 2,656 0.00 (3,498) Schindler Holding AG 15,252 0.00

1,531 Gas Natural SDG SA 3,091 0.00 485 SGS SA 25,322 0.00(3,256) Gestamp Automocion SA 1,076 0.00 23,550 Sika AG 53,133 0.00

320,015 Hispania Activos Inmobiliarios SOCIMI SA 197,507 0.02 82,750 STMicroelectronics NV 37,997 0.001,355,828 Iberdrola SA 408,393 0.04 9,564 Sunrise Communications Group AG 20,767 0.00

108,974 Industria de Diseno Textil SA 144,176 0.01 79 Swiss Life Holding AG 435 0.00(79) Metrovacesa SA 1 0.00 6,356 Swiss Prime Site AG 2,263 0.00

(250,685) Promotora De Info EUR3 84,578 0.01 14 The Swatch Group AG 658 0.00(28,813) Red Electrica Corporation SA 24,981 0.00 (1,610) VAT Group AG 26,453 0.0085,057 Repsol SA_GS 101,181 0.01 (7,065) Vifor Pharma AG 9,629 0.0067,324 Repsol SA_CS 29,708 0.00 (35,531) Weatherford International Plc 427 0.00

(481,560) Siemens Gamesa Renewable Energy SA 667,163 0.07 3,584,417 0.321,358 Viscofan SA 3,594 0.00

3,159,740 0.28 Taiwan(59,326) Himax Technologies Inc 19,556 0.00

Sweden (17,942) Taiwan Semiconductor Manufacturing Company Limited 42,131 0.01(27,440) Alfa Laval AB 43,465 0.00 61,687 0.01(59,332) Atlas Copco AB 205,254 0.02

(183,991) BillerudKorsnas AB 72,516 0.01 Turkey(193,019) Boliden AB 346,444 0.03 (276,689) Eregli Demir ve Celik Fabrikalari TAS 19,924 0.00341,325 Bravida Holding AB 369,739 0.03210,847 Calliditas Therapeutics AB 37,450 0.00 United Arab Emirates

19 Castellum AB 9 0.00 (170,093) ADES International Holding Limited 107,297 0.01(55,772) Clas Ohlson AB 87,915 0.01(25,860) Electrolux AB 62,099 0.01 United Kingdom42,811 Epiroc AB 21,910 0.00 (246,206) 3i Group Plc 192,422 0.02(91,472) Getinge AB 280,422 0.02 74,331 Abcam Plc 205,150 0.0268,951 Haldex AB 13,918 0.00 15,423 Admiral Group Plc 779 0.00

(183,034) Hennes & Mauritz AB 28,788 0.00 (71,290) Aggreko Plc 37,665 0.00(313) Hexagon AB 328 0.00 (143,075) Anglo American Plc 16,953 0.00

(16,571) Hexpol AB 3,196 0.00 (784,780) Antofagasta Plc 121,626 0.01337,340 Husqvarna AB 85,268 0.01 (597) Aptiv Plc 178 0.00(27,033) ICA Gruppen AB 64,064 0.01 112,996 Ascential Plc 36,419 0.00(34,950) Intrum AB 58,117 0.01 (296,271) Ashtead Group Plc 142,820 0.01(38,115) Loomis AB 65,022 0.01 221,271 Associated British Foods Plc 29,054 0.0036,239 Saab AB 32,592 0.00 123,090 AstraZeneca Plc 170,633 0.02

326,550 Sandvik AB 87,210 0.01 37,919 AVEVA Group Plc 302,961 0.0323 Securitas AB 8 0.00 (570,406) Aviva Plc 61,264 0.01

(951,225) Skanska AB 405,697 0.04 715,309 B&M European Value Retail SA 49,635 0.00(46,367) SKF AB 21,077 0.00 701,232 Babcock International Group Plc 77,946 0.01(94,054) SSAB AB 28,186 0.00 932,358 BAE Systems Plc 200,674 0.02(47,776) Svenska Cellulosa AB SCA 7,366 0.00 692,271 Balfour Beatty Plc 59,599 0.01

3,537 Swedbank AB 1,040 0.00 29,269 BBA Aviation Plc 162 0.00(36,789) Tele2 AB 22,479 0.00 (128,957) BCA Marketplace Plc 2,587 0.00

37 Telefonaktiebolaget LM Ericsson 46 0.00 32,868 Beazley Plc 2,383 0.00(273) Telia Company AB 22 0.00 (207,995) Berkeley Group Holdings Plc 515,735 0.05

40,691 Thule Group AB 164,735 0.01 1,163,748 BHP Billiton Plc 352,710 0.03(43,200) Trelleborg AB 59,284 0.01 130,909 Big Yellow Group Plc 169,244 0.02(32,226) Vitrolife AB 14,733 0.00 (311,429) boohoo.com plc 36,075 0.0070,046 Volvo AB 34,798 0.00 460,735 BP Plc 227,044 0.02

2,725,197 0.24 215 Britvic Plc 223 0.00724,143 BT Group Plc 70,338 0.01

Switzerland (22,903) Bunzl Plc 13,539 0.00(57,642) Aryzta AG 169,852 0.02 401 Burberry Group Plc 27 0.00

(691) Barry Callebaut AG 40,931 0.00 738,862 Capita Plc 47,788 0.00(71,227) Ceva Logistics AG 246,462 0.02 (104,993) Card Factory Plc 3,079 0.00

5 Chocoladefabriken Lindt & Spruengli AG_CS 19,373 0.00 11,854,705 Centrica Plc 1,548,431 0.1514 Chocoladefabriken Lindt & Spruengli AG_CS 6,698 0.00 1,763,384 Cineworld Group Plc 172,585 0.02

(92,370) Cie Financiere Richemont SA 592,200 0.06 (148,334) CNH Industrial NV 175,263 0.02(18,452) Clariant AG 13,880 0.00 (14,413) Compass Group Plc 577 0.0093,267 Coca-Cola HBC AG 62,753 0.01 1,777,890 ContourGlobal Plc 136,963 0.01(46,179) DKSH Holding AG 360,112 0.04 114,935 Croda International Plc 129,879 0.01

(383) dormakaba Holding AG 45,330 0.00 173 Daily Mail & General Trust Plc 163 0.00184,081 Ferguson Plc 268,667 0.03 (336,885) Dairy Crest Group Plc 163,250 0.01(273,410) Ferrexpo Plc 151,336 0.01 24,471 Dechra Pharmaceuticals Plc 109,134 0.01

(23) Flughafen Zurich AG 157 0.00 (56) Delphi Technologies Plc 72 0.00(19) Geberit AG 14 0.00 35,397 Derwent London Plc 62,567 0.01

(415) Georg Fischer AG 15,412 0.00 (139,064) DFS Furniture Plc 34,421 0.00784 Givaudan SA 26,269 0.00 537,986 Diageo Plc 827,845 0.07

(1,069) Julius Baer Group Limited 983 0.00 (2,369,714) Direct Line Insurance Group Plc 535,106 0.05(3,480) Klingelnberg AG 5,688 0.00 (325,768) Domino's Pizza Group Plc 52,737 0.00

(39,713) Kuehne + Nagel International AG 116,092 0.01 802,856 DS Smith Plc 238,595 0.02(298,767) LafargeHolcim Limited 971,590 0.10 (15,836) Dunelm Group Plc 4,842 0.00

(94,184) Landis+Gyr Group AG 162,661 0.01 48,528 Ensco Plc 96,650 0.013,419 Lonza Group AG 48,246 0.00 6,379 Fevertree Drinks Plc 46,303 0.00

383 Nestle SA 322 0.00 (49,189) Fiat Chrysler Automobiles NV 64,574 0.0117,140 Novartis AG 384 0.00 29,499 Fidessa Group Plc 2,127 0.00

(201,624) OC Oerlikon Corporation AG 64,446 0.01 75 FTSE 100 Index 41,027 0.00

118



Nominal Description € Assets Nominal Description € AssetsContracts for difference (b) (continued) Contracts for difference (b) (continued)United Kingdom (continued) United Kingdom (continued)

(640) FTSE 250 Index 73,805 0.01 1,647 Unilever NV 2,506 0.00(44) FTSE 350 General Retailers Index 1,397 0.00 (1,050,475) United Utilities Group Plc 149,418 0.01

(707) FTSE 350 Mining Index 550,232 0.05 199,200 Vesuvius Plc 85,795 0.01197 GKN Plc 81 0.00 (1,152,645) Vodafone Group Plc 84,904 0.01

(19,478) GlaxoSmithKline Plc 1,994 0.00 (69,670) WH Smith Plc 44,571 0.00(41,828) Greggs Plc 101,186 0.01 (76,318) Whitbread Plc 198,843 0.02

3,446,095 GVC Holdings Plc CVR 146,130 0.01 33,751 Wm Morrison Supermarkets Plc 1,910 0.00(343,381) Halfords Group Plc 93,901 0.01 97,597 WPP Plc 44,554 0.00

(66,235) Hammerson Plc 6,879 0.00 2,206,834 ZPG Plc 16,341 0.00(224,471) Hays Plc 2,312 0.00 22,547,130 2.00

(16,734) HomeServe Plc 178 0.00379,009 Howden Joinery Group Plc 219,571 0.02 United States(216,195) HSBC Holdings Plc 47,978 0.00 (40,235) 12M Momentum Long 43,289 0.00

20,644 Hunting Plc 701 0.00 (15,584) 3M Company 163,385 0.01(18,776) IMI Plc 70 0.00 (34,949) AbbVie Inc 16,104 0.00

414,775 Imperial Brands Plc 286,934 0.03 (420) Acuity Brands Inc 3,382 0.0072,859 Inchcape Plc 48,042 0.00 10,140 Adobe Systems Inc 368,765 0.04(44,015) Indivior Plc 48,645 0.00 32,534 ADT Inc 29,477 0.00

2,486,611 Informa Plc 2,622,388 0.24 (5,917) Aflac Inc 10,312 0.0035,906 Inmarsat Plc 74,252 0.01 (1,843) Air Products & Chemicals Inc 11,256 0.00(4,956) InterContinental Hotels Group Plc 1,981 0.00 (401) Alaska Air Group Inc 1,552 0.00

(767,753) International Consolidated Airlines Group SA 182,677 0.02 (2,600) Albemarle Corporation 20,654 0.00(8,096) Intertek Group Plc 8,155 0.00 112 Alexion Pharmaceuticals Inc 1,451 0.00

(2,019,473) Intu Properties Plc 673,344 0.06 33 Align Technology Inc 2,351 0.00241,350 ITV Plc 56,971 0.01 (36,211) Allegheny Technologies Inc 67,734 0.01

16,046 J D Wetherspoon Plc 10,887 0.00 (9,029) Allegiant Travel Company 86,966 0.01224,004 JD Sports Fashion Plc 197,678 0.02 2,711 Alphabet Inc 168,677 0.02(332,826) Jupiter Fund Management Plc 197,009 0.02 70,372 Altice USA Inc 110,514 0.01(100,464) Kier Group Plc 97,215 0.01 (2,296) Altria Group Inc 23,035 0.00

(1,037,567) Kingfisher Plc 105,086 0.01 1,101 Amazon.com Inc 320,475 0.04105,250 Land Securities Group Plc 27,591 0.00 (5,381) American Airlines Group Inc 43,942 0.00(421,903) Legal & General Group Plc 34,291 0.00 (1,106) American Express Company 1,803 0.00

(17,404) LivaNova Plc 23,483 0.00 (4,335) American International Group Inc 7,247 0.002,220,149 Lloyds Banking Group Plc 64,807 0.01 (10,900) Amgen Inc 6,753 0.00

368,930 London Stock Exchange Group Plc 1,566,866 0.14 (50,472) Apple Inc 50,290 0.00(388,231) Marks & Spencer Group Plc 25,812 0.00 (597) Applied Materials Inc 4,348 0.00170,676 Meggitt Plc 25,684 0.00 (2,349) Aramark 2,936 0.00

27,108 Merlin Entertainments Plc 10,132 0.00 (78,645) ArcBest Corporation 116,134 0.01(4,228) Metro Bank Plc 18,691 0.00 (5,417) Arch Coal Inc 81,447 0.01

137,556 Mondi Plc 124,230 0.01 (99,469) Arconic Inc 103,290 0.01161,450 National Grid Plc 13,319 0.00 (19,020) AT&T Inc 21,854 0.00(122,914) NewRiver REIT Plc 38,375 0.00 215 Autodesk Inc 1,162 0.00485,305 NEX Group Plc 96,705 0.01 (54,576) Baker Hughes a GE Company 38,495 0.00

61,705 Next Plc 628,240 0.06 (3,281) Ball Corporation 11,478 0.00191,933 Pagegroup Plc 34,675 0.00 (1,129) Bank of America Corporation 1,800 0.00168,128 Patisserie Holdings Plc 209,680 0.02 (1,871) BB&T Corporation 5,529 0.00123,029 Pennon Group Plc 115,585 0.01 (93) Biogen Inc 2,772 0.00(86,318) Persimmon Plc 181,014 0.02 (176,774) Blackstone Mortgage Trust Inc 76,006 0.01

(226,834) Petrofac Limited 111,418 0.01 (933) BorgWarner Inc 5,153 0.00258,650 Primary Health Properties Plc 13,454 0.00 (938) Brighthouse Financial Inc 8,587 0.00(117,078) Purplebricks Group Plc 47,816 0.00 (8,420) Brown & Brown Inc 152 0.00112,394 Quilter Plc 18,777 0.00 (17,162) Burlington Stores Inc 32,472 0.00

29,964 Reckitt Benckiser Group Plc 23,689 0.00 (124,173) Caesars Entertainment Corporation 129,024 0.02564,348 RELX Plc 608,832 0.05 (30,966) Caleres Inc 6,955 0.00816,426 Rolls-Royce Holdings Plc 554,619 0.05 (8,554) Campbell Soup Company 2,373 0.00(968,737) Royal Bank of Scotland Group Plc 143,959 0.01 (10,624) Cantel Medical Corporation 9,639 0.00

(1,817,052) Royal Mail Plc 721,788 0.06 (1,400) Cardinal Health Inc 15,566 0.00(84,693) RPC Group Plc 50,205 0.00 (36,076) Carnival Corporation 48,545 0.00

537,004 RSA Insurance Group Plc 45,791 0.00 (7,619) Caterpillar Inc 60,354 0.0197,847 Shaftesbury Plc 3,737 0.00 (313) Cboe Global Markets Inc 66 0.00

163,866 Sky Plc 267,916 0.02 (9,226) Cedar Fair LP 8,388 0.0098 Smith & Nephew Plc 8 0.00 (770) Celgene Corporation 16,664 0.00

(23,865) Smiths Group Plc 24,846 0.00 (56,194) Centennial Resource Development Inc/DE 25,592 0.00(686,196) SSE Plc 236,508 0.02 (34,792) Century Aluminum Company 51,946 0.00(113,202) SSP Group Plc 23,914 0.00 (3,313) CH Robinson Worldwide Inc 23,398 0.00

(56) St James's Place Plc 1 0.00 (1,451) Charter Communications Inc 43,523 0.00(489,230) Stagecoach Group Plc 65,104 0.01 (29,582) Chevron Corporation 11,273 0.00173,913 Subsea 7 SA 190,102 0.02 (14,799) Choice Hotels International Inc 46,483 0.00146,392 Synthomer Plc 66,542 0.01 (5,591) Citigroup Inc 8,937 0.00(371,044) Tate & Lyle Plc 66,680 0.01 (7,328) Cognex Corporation 21,800 0.00

31,873 TechnipFMC Plc_GS 97,989 0.01 (12,833) Colfax Corporation 16,598 0.00(62,193) TechnipFMC Plc_GS 28,484 0.00 (9,828) Comcast Corporation 4,443 0.00

7,807,371 Tesco Plc 1,069,605 0.10 (6,517) Commercial Metals Company 5,031 0.00(198,411) The British Land Company Plc 8,250 0.00 (1,713) Concho Resources Inc 7,959 0.00

(34,951) The Go-Ahead Group Plc 117,885 0.01 (229) Constellation Brands Inc 1,448 0.00(1,756,548) The Sage Group Plc 479,321 0.04 (9,170) Cracker Barrel Old Country Store Inc 40,927 0.00

(19,236) The Weir Group Plc 11,911 0.00 4,429 CSX Corporation 15,595 0.0013,066 Travis Perkins Plc 21,495 0.00 (579) Cummins Inc 12,384 0.00

385,425 Tullow Oil Plc 110,960 0.01 (16,287) CVS Health Corporation 83,271 0.01

119



Nominal Description € Assets Nominal Description € AssetsContracts for difference (b) (continued) Contracts for difference (b) (continued)United States (continued) United States (continued)

87,634 Dell Technologies Inc Class V 802,832 0.08 (8,759) Morgan Stanley 33,084 0.00 (26,204) Delta Air Lines Inc 94,717 0.01 (56,472) MS Materials Basket 38,990 0.00

(5,304) Dine Brands Global Inc 4,872 0.00 (19,201) MSGLITS2 67,587 0.01 (2,915) Discover Financial Services 6,009 0.00 (9,465) MSGLITSO 5,460 0.00 (4,289) Dollar Tree Inc 38,964 0.00 (11,915) MSGLLEIS 38,677 0.00 (933) Dover Corporation 1,164 0.00 (76,657) MSGLMATS 85,985 0.01 (2,533) DR Horton Inc 2,854 0.00 (607) Mylan NV 2,107 0.00 (1,720) DTE Energy Company 179 0.00 (8,792) Navient Corporation 3,223 0.00 (555) DXC Technology Company 2,947 0.00 (9,549) Nevro Corporation 9,938 0.00 (2,450) Eastman Chemical Company 9,858 0.00 (14,382) Newmont Mining Corporation 15,169 0.00 (485) eBay Inc 1,595 0.00 (2,926) Nielsen Holdings Plc 5,640 0.00 (3,001) Ecolab Inc 12,694 0.00 (3,346) Norwegian Cruise Line Holdings Limited 20,355 0.00

(215) Equifax Inc 441 0.00 (24,567) Nucor Corporation 38,342 0.00 (22,297) Expeditors International of Washington Inc 47,858 0.00 (28,410) NuVasive Inc 27,158 0.00 (42,816) Express Inc 11,556 0.00 (18,260) Oil States International Inc 27,821 0.00 11,201 Facebook Inc 265,052 0.03 (11,154) Old Dominion Freight Line Inc 99,330 0.01 (168) FedEx Corporation 2,559 0.00 (7,560) Oracle Corporation 9,319 0.00

(2,833) Fifth Third Bancorp 10,222 0.00 (3,892) PACCAR Inc 8,075 0.00(2,078) Fluor Corporation 18,473 0.00 (74,807) Patterson Companies Inc 43,314 0.00

(16,821) Ford Motor Co 1,887 0.00 (2,457) Paycom Software Inc 8,741 0.00 (24,641) Fortune Brands Home & Security Inc 39,366 0.00 16,789 PayPal Holdings Inc 92,263 0.01 (13,145) FTSE France SMID Cap Tradable Plus Index 490,898 0.05 (12,895) Penumbra Inc 49,561 0.00 (3,780) FTSE Italy SMID Cap Tradable Plus Index 363,233 0.04 (275) Perspecta Inc 1,470 0.00 (278,542) General Electric Company 220,074 0.03 (555) Pioneer Natural Resources Company 4,032 0.00 (10,659) General Mills Inc 901 0.00 94,769 Plains All American Pipeline LP 99,856 0.01 (7,190) Genuine Parts Company 5,015 0.00 (17,404) Polaris Industries Inc 38,342 0.00 (15,772) Glaukos Corporation 2,385 0.00 (2,949) PPG Industries Inc 4,675 0.00

(8,135) Global Payments Inc 15,227 0.00 (58,020) ProPetro Holding Corporation 128,046 0.01 (218,897) Groupon Inc 37,465 0.00 (15,159) PVH Corporation 140,231 0.01 (3,183) H&R Block Inc 9,822 0.00 (14,657) Qorvo Inc 11,066 0.00 (8,638) Halliburton Company 43,169 0.00 (26,589) Ralph Lauren Corporation 87,567 0.01

(5,223) Harley-Davidson Inc 447 0.00 14,457 Ramaco Resources Inc 407 0.00(1,614) Helmerich & Payne Inc 3,291 0.00 (9,149) Raytheon Company 18,939 0.00

(4,801) Hospitality Properties Trust 1,414 0.00 (915) Red Hat Inc 20,255 0.00 (1,446) Hubbell Inc 3,096 0.00 (57,172) Regions Financial Corporation 24,379 0.00 (154) Huntington Ingalls Industries Inc 4,456 0.00 (6,507) Rockwell Automation Inc 33,939 0.00

(72,714) Intel Corporation 329,051 0.04 21,205 Rowan Companies Plc 25,503 0.00 (52,256) International Business Machines Corporation 116,005 0.01 (4,564) Royal Caribbean Cruises Limited 33,485 0.00

(20,114) International Flavors & Fragrances Inc 8,742 0.00 (89,286) RPC Inc 292,352 0.04 121 Intuitive Surgical Inc 3,923 0.00 (1,442) Schlumberger Limited 1,291 0.00 (26,153) iShares iBoxx $ High Yield Corporationorate Bond 30,786 0.00 (304,667) Schneider National Inc 172,241 0.03 (28,340) iShares MSCI Emerging Markets 95,234 0.01 (1,680) Sealed Air Corporation 1,641 0.00 (289) iShares US Aerospace & Defense 92 0.00 (1,446) SiteOne Landscape Supply Inc 903 0.00

(21,706) JC Penney Company Inc 7,153 0.00 677 Skyworks Solutions Inc 4,477 0.00 (415,228) JetBlue Airways Corporation 10,632 0.00 (93,701) Solaris Oilfield Infrastructure Inc 256,785 0.03 (11,069) Johnson Controls International plc 5,185 0.00 (120,266) Southern Copper Corporation 770,255 0.08

40,264 JPM iDex Restaurants 45,625 0.00 (109,124) Southwest Airlines Company 165,490 0.02(22,366) JPM iDex US RM Price USD 11,538 0.00 (24,135) SPDR S&P 500 Trust 41,926 0.00(33,496) JPMorgan Chase & Company 118,487 0.01 (47,125) SPDR S&P Homebuilders 22,876 0.00(13,550) Juniper Networks Inc 1,738 0.00 (341,272) SPDR S&P Metals & Mining 261,890 0.03(14,284) Kaiser Aluminum Corporation 43,971 0.00 (103,261) Spirit Airlines Inc 101,737 0.01(78,651) Keane Group Inc 153,700 0.01 (1,881) Starbucks Corporation 13,430 0.00(24,241) Kemper Corporation 6,080 0.00 (95,819) Steel Dynamics Inc 211,256 0.03

(2,375) KeyCorporation 1,121 0.00 (49,969) SunTrust Banks Inc 70,443 0.01(29,106) Kirby Corporation 112,645 0.01 (33,921) Superior Energy Services Inc 62,398 0.0139,265 KKR & Company LP 100,987 0.01 (8,851) Symantec Corporation 19,177 0.00

5 KLA-Tencor Corporation 14 0.00 (5,069) SYNNEX Corporation 56,145 0.00(2,167) Knight-Swift Transportation Holdings Inc 6,310 0.00 (62,408) T Rowe Price Group Inc 150,802 0.01(8,815) Kohl's Corporation 24,654 0.00 (25,872) Tallgrass Energy GP LP 50,132 0.00(5,563) Lam Research Corporation 22,393 0.00 (53,871) Tallgrass Energy Partners LP 33,463 0.00

(15,365) Landstar System Inc 16,637 0.00 (1,017) Tapestry Inc 4,989 0.00(51,075) Leidos Holdings Inc 27,806 0.00 (14,410) Technology Select Sector SPDR Fund 30,264 0.00

(1,705) Lennar Corporation 7,237 0.00 (32,534) The ADT Corporation 94,579 0.01(111,126) Liberty Oilfield Services Inc 142,118 0.01 (84,128) The Bank of New York Mellon Corporation 209,704 0.03

(5,208) LKQ Corporation 21,842 0.00 14,252 The Blackstone Group LP 2,067 0.00(9,946) M&T Bank Corporation 132,262 0.01 (111,811) The Charles Schwab Corporation 633,461 0.07

(92,671) Mallinckrodt Plc 11,672 0.00 (9,091) The Estee Lauder Companies Inc 42,249 0.00(131,128) Marathon Petroleum Corporation 538,183 0.06 (1,153) The Goldman Sachs Group Inc 21,951 0.00

(580) Markel Corporation 9,911 0.00 (3,346) The Goodyear Tire & Rubber Company 9,542 0.00(28,153) Marriott International Inc/MD 141,559 0.01 (1,317) The Home Depot Inc 1,608 0.00(29,946) Marsh & McLennan Companies, Inc 5,411 0.00 (4,508) The Interpublic Group of Companies Inc 2,479 0.0012,099 Mastercard Inc 255,309 0.03 (243) The PNC Financial Services Group Inc 1,976 0.00(35,625) McDonald's Corporation 171,165 0.03 (13,743) Thor Industries Inc 27,387 0.00

(275) McKesson Corporation 3,603 0.00 (2,260) Toll Brothers Inc 11,490 0.00(43,733) MetLife Inc 111,177 0.01 (3,063) Trimble Inc 4,215 0.00

(4,755) MGM Resorts International 21,425 0.00 (793) Ulta Beauty Inc 1,904 0.00406 Microchip Technology Inc 2,478 0.00 (6,634) Union Pacific Corporation 21,658 0.00

(7,178) Micron Technology Inc 27,237 0.00 (14,215) United Bankshares Inc 6,757 0.0021,917 Microsoft Corporation 155,863 0.01 (23,858) United Continental Holdings Inc 33,955 0.00

(445) Mohawk Industries Inc 932 0.00 (22,309) United Parcel Service Inc 137,831 0.01(12,191) Molson Coors Brewing Company 6,443 0.00 (901) United Rentals Inc 14,618 0.00

120



Nominal Description € Assets Nominal Description € AssetsContracts for difference (b) (continued) Equities (continued)United States (continued) China (continued)

271 UnitedHealth Group Inc 2,269 0.00 424,962 China Yongda Automobiles Services Holdings Limited 357,694 0.03(23,425) Universal Display Corporation 177,966 0.03 27,265 Ctrip.com International Limited 1,112,271 0.10

(934) Universal Health Services Inc 6,679 0.00 1,034,425 Dali Foods Group Company Limited 683,221 0.06(15,686) Urban Outfitters Inc 775 0.00 153,218 ENN Energy Holdings Limited 1,290,483 0.11

(5,835) Valvoline Inc 7,406 0.00 1,396,026 Huadian Power International Corporation Limited 472,457 0.04(19,634) Varian Medical Systems Inc 26,350 0.00 673,659 iKang Healthcare Group Inc 11,805,116 1.06

(9,580) Viacom Inc 4,620 0.00 1,255,177 Maanshan Iron & Steel Company Limited 478,230 0.0420,838 Visa Inc 261,233 0.03 2,120 NetEase Inc 458,790 0.04

(401) Walgreens Boots Alliance Inc 2,729 0.00 3,273,021 Ping An Insurance Group Company of China Limited 25,798,392 2.30(1,685) Waste Management Inc 151 0.00 719,374 Shanghai Pharmaceuticals Holding Company Limited 1,700,275 0.15(6,143) Waters Corporation 856 0.00 1,796,487 Sinopec Engineering Group Company Limited 1,608,217 0.14

(807) Western Digital Corporation 6,014 0.00 68,499 Tencent Holdings Limited_BNYM 2,948,118 0.26(7,580) Whirlpool Corporation 54,766 0.00 11,178 Tencent Holdings Limited_BNYM 480,559 0.04

(11,627) Workday Inc 66,522 0.01 1,864,379 Tianhe Chemicals Group Limited - 0.00(2,245) Wyndham Destinations Inc 9,672 0.00 200,196 Vipshop Holdings Limited 1,860,414 0.17(2,245) Wyndham Hotels & Resorts Inc 3,208 0.00 857,944 Xiabuxiabu Catering Management China Holdings

(887) Xerox Corporation 4,818 0.00 Company Limited 1,605,375 0.14(18,300) Yelp Inc 17,167 0.00 132,033 Yangtze Optical Fibre and Cable Joint Stock Limited(60,212) Yum! Brands Inc 139,921 0.01 Company 458,370 0.04

(8,226) Zillow Group Inc 7,433 0.00 152,005 ZTO Express Cayman Inc 2,603,829 0.23 14,713,219 1.31 78,214,745 6.95

Total contracts for difference 103,650,080 9.21 Finland269,943 Fortum Oyj 5,517,635 0.49

Equities 314,818 Stora Enso Oyj 5,276,350 0.47Bermuda 10,793,985 0.96

58 Everest Re Group Limited 11,449 0.0069,299 Marvell Technology Group Limited 1,272,554 0.11 Germany

186,510 Nabors Industries Limited 1,023,964 0.09 12,304 Akasol AG 611,570 0.0514 Signet Jewelers Limited 669 0.00 124,872 Bayer AG 11,781,673 1.05

91,446 Validus Holdings Limited 5,294,634 0.47 89,191 Infineon Technologies AG 1,947,040 0.17290,056 XL Group Limited 13,899,733 1.24 1,657,473 Innogy SE 60,812,684 5.41

21,503,003 1.91 75,152,967 6.68

Brazil Hong Kong277,363 Gerdau SA 840,962 0.07 1,624,654 Beijing Enterprises Water Group Limited 759,122 0.07

34,406 Pagseguro Digital Limited 817,752 0.07 234,413 Brilliance China Automotive Holdings Limited 362,368 0.03331,888 Vale SA 3,644,216 0.33 303,098 China Gas Holdings Limited 1,043,973 0.09

5,302,930 0.47 321 China Resources Cement Holdings Limited 279 0.00264,420 China Resources Gas Group Limited 981,476 0.09

Canada 238,650 Global Cord Blood Corporation 1,939,779 0.17126,536 Aecon Group Inc 1,273,719 0.11 736,346 Haier Electronics Group Company Limited 2,158,405 0.19874,573 Bombardier Inc 2,961,076 0.26 36,112 Hong Kong Exchanges & Clearing Limited 930,400 0.08168,671 Capstone Mining Corporation 110,921 0.01 1,317,300 Kunlun Energy Company Limited 987,980 0.09

43,898 Concordia International Corporation 7,820 0.00 1,292,017 Lifestyle International Holdings Limited 2,347,082 0.21196,397 Copper Mountain Mining Corporation 158,565 0.01 570,308 WH Group Limited 397,848 0.04203,678 First Quantum Minerals Limited 2,568,762 0.23 11,908,712 1.06

1,161,098 Mitel Networks Corporation 10,909,379 0.98200,540 Nevsun Resources Limited 596,716 0.05 Ireland

99,193 Precision Drilling Corporation_BNYM 282,061 0.03 971 Accenture Plc 136,051 0.0196,515 Precision Drilling Corporation_BNYM 273,360 0.02 9,939 Horizon Pharma Plc 140,970 0.01

429,914 Raging River Exploration Inc 1,595,536 0.14 2,123 Medtronic Plc 155,668 0.0269,941 Restaurant Brands International Inc 3,612,216 0.32 313 Perrigo Company Plc 19,546 0.00

728,670 Sherritt International Corporation 526,628 0.05 452,235 0.0434,945 Stelco Holdings Inc 576,784 0.05

112,834 Teck Resources Limited 2,459,531 0.22 Italy19,868 The Stars Group Inc_BNYM 617,711 0.05 30,585 Assicurazioni Generali SpA 439,506 0.04

6,217 The Stars Group Inc_BNYM 193,004 0.02 547,538 Atlantia SpA 13,863,662 1.22 28,723,789 2.55 348,990 Autogrill SpA 3,709,764 0.33

73,727 Azimut Holding SpA 977,251 0.09Cayman Islands 24,515 Banca Generali SpA 523,150 0.05

61,734 Ocean Rig UDW Inc 1,558,750 0.14 58,190 Buzzi Unicem SpA 1,221,408 0.11246,838 Cerved Group SpA 2,270,910 0.20

China 233,739 Enel SpA 1,111,896 0.107,835 Alibaba Group Holding Limited 1,245,024 0.11 75,430 Eni SpA 1,199,790 0.11

2,443,753 Aluminum Corporation of China Limited 923,082 0.08 14,844 Gamenet Group SpA 110,291 0.011,411,118 Angang Steel Company Limited 1,090,694 0.10 6,371 Leonardo SpA 53,937 0.00

296,770 Anhui Conch Cement Company Limited 1,457,937 0.13 7,476 Luxottica Group SpA 413,124 0.043,253,421 AviChina Industry & Technology Company Limited 1,658,685 0.15 2,556 Pirelli & C SpA 18,281 0.00

17,452 Baidu Inc 3,632,252 0.32 331 Poste Italiane SpA 2,373 0.003,919,084 BBMG Corporation 1,240,764 0.11 17,986 PRADA SpA 71,277 0.01

108,496 BYD Company Limited 563,211 0.05 570,331 Prysmian SpA 12,165,160 1.08349,326 Changyou.com Limited 4,987,593 0.44 5,479 Saipem SpA 21,609 0.00

22,054 China Biologic Products Holdings Inc 1,876,257 0.17 8,472 Salvatore Ferragamo SpA 177,065 0.02368,663 China Conch Venture Holdings Limited 1,155,096 0.10 307,260 Snam SpA 1,098,762 0.10

88,458 China Mengniu Dairy Company Limited 256,877 0.02 33,198 Telecom Italia SpA/Milano 21,160 0.00349,100 China Oilfield Services Limited 282,407 0.03 8,446 Terna Rete Elettrica Nazionale SpA 39,122 0.00

1,453,712 China Railway Signal & Communication Corporation 196,346 Unipol Gruppo SpA 649,709 0.06Limited 883,975 0.08 40,159,207 3.57

609,555 China Shenhua Energy Company Limited 1,239,080 0.11

121



Nominal Description € Assets Nominal Description € AssetsEquities (continued) Equities (continued)Japan United States (continued)

220,130 Aruhi Corporation 3,945,614 0.34 218,604 Alcoa Corporation 8,777,488 0.79129,814 SG Holdings Company Limited 2,439,213 0.22 19,228 Alder Biopharmaceuticals Inc 260,205 0.02

12,228 Square Enix Holdings Company Limited 514,371 0.05 8,352 Allergan Plc 1,192,622 0.1115 Yakult Honsha Company Limited 858 0.00 3,351 Alliant Energy Corporation 121,463 0.01

6,900,056 0.61 1,909 Alnylam Pharmaceuticals Inc 161,036 0.012,670 Alphabet Inc 2,582,277 0.23

Jersey 1,610 Altria Group Inc 78,311 0.011,477,307 Breedon Group Plc 1,373,167 0.12 4,477 Amazon.com Inc 6,517,926 0.58

13,756 Ambac Financial Group Inc 233,871 0.02Luxembourg 383 Ameren Corporation 19,961 0.00

103,009 Tenaris SA_BNYM 1,618,786 0.14 273,039 American Airlines Group Inc 8,877,188 0.8033,793 Tenaris SA_BNYM 1,053,254 0.09 1,624 American Electric Power Company Inc 96,323 0.01

6,574 Ternium SA 196,057 0.02 1,218 American International Group Inc 55,311 0.00 2,868,097 0.25 3,178 American Water Works Company Inc 232,399 0.02

187 Ameriprise Financial Inc 22,404 0.00Netherlands 15,193 AmerisourceBergen Corporation 1,109,595 0.10

103,010 Constellium NV 908,743 0.08 364 AMETEK Inc 22,497 0.0060,652 Koninklijke Ahold Delhaize NV 1,243,669 0.11 327 Amgen Inc 51,699 0.00

6,416,326 Koninklijke KPN NV 14,950,041 1.33 5,829 Amphenol Corporation 435,097 0.04139,754 Koninklijke Philips NV 5,090,539 0.45 36,855 Anadarko Petroleum Corporation 2,312,217 0.21347,280 NXP Semiconductors NV 32,501,636 2.89 1,134 Analog Devices Inc 93,164 0.01186,760 OCI NV 4,319,759 0.38 79,814 Andeavor 8,967,496 0.81

50,924 Wright Medical Group NV 1,132,274 0.10 597 ANSYS Inc 89,063 0.01 60,146,661 5.34 196 Anthem Inc 39,959 0.00

3,206 AO Smith Corporation 162,421 0.01Russia 29,574 Applied Materials Inc 1,169,991 0.10

20,088 Polyus PJSC 565,193 0.05 2,100 Archer-Daniels-Midland Company 82,432 0.01241,510 Archrock Inc 2,482,223 0.22

Singapore 8,813 Ares Management LP 156,249 0.0159,533 Sea Limited 764,845 0.07 93,839 Arthur J Gallagher & Company 5,246,722 0.48

7,920 AT&T Inc 217,815 0.02South Africa 21,049 AtriCure Inc 487,667 0.04

85,633 Sibanye Gold Limited 177,493 0.02 588 Automatic Data Processing Inc 67,555 0.01271 Avery Dennison Corporation 23,698 0.00

Sweden 103,974 Axalta Coating Systems Limited 2,699,201 0.2412,098 Autoliv Inc 1,484,027 0.13 30,573 Bank of America Corporation 738,172 0.0722,052 Spotify Technology SA 3,177,619 0.28 46,162 Baxter International Inc 2,919,449 0.26

2,642 Veoneer Inc 90,627 0.01 1,106 BB&T Corporation 47,781 0.00 4,752,273 0.42 6,333 Becton Dickinson and Company 1,299,416 0.12

2,053 Berkshire Hathaway Inc 328,202 0.03Switzerland 33,183 Best Buy Company Inc 2,119,642 0.19

50,229 ABB Limited 936,564 0.09 723 Biogen Inc 179,730 0.02364 Chubb Limited 39,600 0.00 62,195 BJ's Wholesale Club Holdings Inc 1,259,828 0.11

2,926 Garmin Limited 152,872 0.02 519 BlackRock Inc 221,834 0.023,112 ObsEva SA 40,354 0.00 75,760 Bloomin' Brands Inc 1,304,249 0.12

532 STMicroelectronics NV 10,181 0.00 23 Booking Holdings Inc 39,932 0.001,643 TE Connectivity Limited 126,734 0.01 7,894 Boston Scientific Corporation 221,090 0.02

1,306,305 0.12 15,225 Brinker International Inc 620,710 0.0637,050 Bristol-Myers Squibb Company 1,756,111 0.16

United Kingdom 20,893 Brown-Forman Corporation 877,021 0.0864,860 BrightSphere Investment Group Plc 792,175 0.07 1,936 Burlington Stores Inc 249,605 0.0259,696 CNH Industrial NV 542,995 0.05 34,144 C&J Energy Services Inc 690,162 0.0678,912 Fiat Chrysler Automobiles NV 1,288,949 0.11 3,719 CA Inc 113,556 0.01

532 IHS Markit Limited 23,507 0.00 55,113 Cabot Oil & Gas Corporation 1,123,455 0.1060,351 Liberty Global Plc_BNYM 1,423,551 0.13 5,063 Campbell Soup Company 175,799 0.0221,579 Liberty Global Plc_BNYM 491,814 0.04 420 Cardinal Health Inc 17,566 0.00

600,811 Medica Group Plc 885,923 0.08 55,735 Carnival Corporation 2,735,791 0.247,863,898 Premier Foods Plc 3,370,216 0.31 3,407 CBRE Group Inc 139,309 0.01

677,966 Urban Exposure Plc 797,300 0.07 135 CenturyLink Inc 2,155 0.00261 Willis Towers Watson Plc 33,889 0.00 742 Cerner Corporation 37,998 0.00

9,650,319 0.86 43,083 CH Robinson Worldwide Inc 3,087,083 0.2751,021 Cheniere Energy Inc 2,848,751 0.25

United States 4,329 Chipotle Mexican Grill Inc 1,599,418 0.141,470 3M Company 247,680 0.02 4,676 Church & Dwight Company Inc 212,904 0.02

47,694 Abbott Laboratories 2,491,419 0.22 191 Cigna Corporation 27,802 0.0074,959 Abraxas Petroleum Corporation 185,543 0.02 2,781 Cincinnati Financial Corporation 159,255 0.0139,954 Acacia Communications Inc 1,191,210 0.11 5,843 Cisco Systems Inc 215,343 0.0228,464 Aclaris Therapeutics Inc 486,853 0.04 17,957 Citigroup Inc 1,029,234 0.09

8,164 Adobe Systems Inc 1,704,821 0.15 611 Citizens Financial Group Inc 20,357 0.005 Advance Auto Parts Inc 581 0.00 327 Citrix Systems Inc 29,363 0.00

8,170 Adverum Biotechnologies Inc 37,087 0.00 318,614 Cleveland-Cliffs Inc 2,300,472 0.2026,916 Aetna Inc 4,230,299 0.38 23,219 Clovis Oncology Inc 904,259 0.0860,013 Affiliated Managers Group Inc 7,641,756 0.68 303 CME Group Inc 42,540 0.00

2,973 Agilent Technologies Inc 157,467 0.01 224 CMS Energy Corporation 9,071 0.00882 Air Products & Chemicals Inc 117,643 0.01 877 Cognizant Technology Solutions Corporation 59,333 0.01

20,031 Aircastle Limited 351,707 0.03 11,345 Coherent Inc 1,519,922 0.14445,284 AK Steel Holding Corporation 1,655,202 0.15 1,470 Colgate-Palmolive Company 81,599 0.01

56,026 Alaska Air Group Inc 2,897,872 0.26 77,488 Comcast Corporation 2,177,535 0.1940,306 Albemarle Corporation 3,256,447 0.29 29,093 Commercial Metals Company 526,019 0.05

122



Nominal Description € Assets Nominal Description € AssetsEquities (continued) Equities (continued)United States (continued) United States (continued)

3,500 Conagra Brands Inc 107,109 0.01 60,805 Hologic Inc 2,070,146 0.181,708 Consolidated Edison Inc 114,076 0.01 7,396 Honeywell International Inc 912,504 0.085,928 Constellation Brands Inc 1,111,268 0.10 1,050 Hormel Foods Corporation 33,464 0.005,129 Corning Inc 120,850 0.01 3,780 HP Inc 73,460 0.011,125 CoStar Group Inc 397,592 0.04 138,013 Huntington Bancshares Inc 1,744,741 0.151,055 Costco Wholesale Corporation 188,835 0.02 47,282 IberiaBank Corporation 3,069,655 0.27

61,927 Cotiviti Holdings Inc 2,340,661 0.21 252 IDEXX Laboratories Inc 47,039 0.001,853 Coty Inc 22,378 0.00 177 Illinois Tool Works Inc 21,003 0.00

16,034 CSX Corporation 875,893 0.08 401 Illumina Inc 95,923 0.0114 CVS Health Corporation 772 0.00 3,614 Immunomedics Inc 73,267 0.01

1,913 Danaher Corporation 161,685 0.01 434 Incyte Corporation 24,905 0.00175 Darden Restaurants Inc 16,047 0.00 373,715 Independence Contract Drilling Inc 1,318,749 0.12

712,993 Daseke Inc 6,063,998 0.54 9,867 Ingersoll-Rand Plc 758,311 0.0715,892 DaVita Inc 945,176 0.08 16,750 Insmed Inc 339,290 0.03

182,021 Delek US Holdings Inc 7,821,501 0.70 15,723 Insulet Corporation 1,154,093 0.1018,960 Dell Technologies Inc Class V 1,373,506 0.12 1,941 Intel Corporation 82,641 0.0117,729 Delta Air Lines Inc 752,254 0.07 915 Intercontinental Exchange Inc 57,641 0.01

957 Dentsply Sirona Inc 35,877 0.00 3,510 International Business Machines Corporation 419,979 0.0411,318 DexCom Inc 920,717 0.08 579 International Paper Company 25,827 0.0015,641 Dillard's Inc 1,265,962 0.11 19,314 Intuit Inc 3,379,681 0.30

409 Discover Financial Services 24,665 0.00 262,719 Invesco Limited 5,976,461 0.5318,620 Discovery Inc 438,568 0.04 243 IPG Photonics Corporation 45,919 0.0044,987 Dollar General Corporation 3,799,168 0.34 275 IQVIA Holdings Inc 23,511 0.0011,756 Dollar Tree Inc 855,861 0.08 2,007 JB Hunt Transport Services Inc 208,943 0.02

3,882 Dominion Energy Inc 226,692 0.02 1,526 Johnson & Johnson 158,593 0.01400 Dover Corporation 25,078 0.00 1,895 Kansas City Southern 171,979 0.02

2,254 DR Horton Inc 79,152 0.01 198,005 KapStone Paper and Packaging Corporation 5,850,861 0.5239,869 DSW Inc 881,690 0.08 10,566 Kellogg Company 632,304 0.06

245 DTE Energy Company 21,746 0.00 55,182 KeyCorporation 923,520 0.085,047 Duke Energy Corporation 341,841 0.03 3,281 Kimberly-Clark Corporation 296,022 0.03

11,699 DXC Technology Company 807,723 0.07 2,839 Kirby Corporation 203,281 0.023,972 Dycom Industries Inc 321,523 0.03 119,296 KLX Inc 7,346,480 0.655,486 E*TRADE Financial Corporation 287,374 0.03 223,057 Knight-Swift Transportation Holdings Inc 7,299,908 0.65

611 Edison International 33,110 0.00 7,225 Kohl's Corporation 451,118 0.0412,661 Edwards Lifesciences Corporation 1,578,572 0.14 2,856 L Brands Inc 90,214 0.01

2,949 Eli Lilly & Company 215,527 0.02 420 L3 Technologies Inc 69,183 0.016,913 Emerson Electric Company 409,374 0.04 159 Laboratory Corporation of America Holdings 24,449 0.00

252 Entergy Corporation 17,437 0.00 560 Leggett & Platt Inc 21,411 0.00287,911 Envision Healthcare Corporation 10,852,609 0.97 1,659 Leidos Holdings Inc 83,835 0.01

5,849 EQT Corporation 276,432 0.02 41,980 Lincoln National Corporation 2,238,238 0.208,140 Esperion Therapeutics Inc 273,227 0.02 915 Loews Corporation 37,837 0.008,460 Eversource Energy 424,685 0.04 31,176 Lowe's Companies Inc 2,551,917 0.232,413 Exelon Corporation 88,042 0.01 86,428 Lumber Liquidators Holdings Inc 1,802,511 0.16

233 Expedia Group Inc 23,986 0.00 12,850 LyondellBasell Industries NV 1,209,004 0.11128 Express Scripts Holding Company 8,465 0.00 1,013 M&T Bank Corporation 147,627 0.01

45,057 Exxon Mobil Corporation 3,192,639 0.28 353 Madrigal Pharmaceuticals Inc 84,562 0.01159 F5 Networks Inc 23,485 0.00 40,642 Masco Corporation 1,302,577 0.12

9,887 Facebook Inc 1,645,533 0.15 13,775 Mastercard Inc 2,318,584 0.211,955 Fastenal Company 80,591 0.01 12,194 Mattel Inc 171,492 0.02

17,502 FibroGen Inc 938,397 0.08 388 McCormick & Company Inc 38,579 0.0036,860 Fifth Third Bancorp 906,070 0.08 611 Merck & Company Inc 31,765 0.0061,242 First Horizon National Corporation 935,769 0.08 271 Mettler-Toledo International Inc 134,306 0.01

9,418 FirstEnergy Corporation 289,667 0.03 200,493 MGIC Investment Corporation 1,840,850 0.161,876 FLIR Systems Inc 83,505 0.01 22,785 Microsoft Corporation 1,924,396 0.17

734 Fluor Corporation 30,666 0.00 765 Mohawk Industries Inc 140,394 0.01107,822 FNB Corporation 1,239,323 0.11 467 Molson Coors Brewing Company 27,215 0.00

9,098 Foot Locker Inc 410,269 0.04 6,230 Mondelez International Inc 218,774 0.021,111 Fortune Brands Home & Security Inc 51,090 0.00 3,155 Monster Beverage Corporation 154,838 0.015,003 Franklin Resources Inc 137,336 0.01 168 Moody's Corporation 24,542 0.00

509,790 Freeport-McMoRan Inc 7,536,273 0.67 362 Motorola Solutions Inc 36,081 0.0064,314 FTS International Inc 784,404 0.07 229 Mylan NV 7,088 0.0074,250 Gardner Denver Holdings Inc 1,869,048 0.17 16,879 MyoKardia Inc 717,779 0.06

2,886 General Electric Company 33,642 0.00 14 Nasdaq Inc 1,094 0.009,763 General Mills Inc 370,100 0.03 109,458 Navistar International Corporation 3,817,507 0.34

53,650 General Motors Company 1,810,466 0.16 607 NetApp Inc 40,827 0.00202 Genuine Parts Company 15,881 0.00 103 Newell Brands Inc 2,275 0.00

543,417 Genworth Financial Inc 2,094,451 0.19 6,053 News Corporation 80,358 0.01383 Gilead Sciences Inc 23,238 0.00 882 NextEra Energy Inc 126,179 0.01233 Global Payments Inc 22,249 0.00 186 NIKE Inc 12,694 0.00

19,872 GlycoMimetics Inc 274,537 0.02 504 NiSource Inc 11,344 0.00152,300 Halliburton Company 5,877,811 0.52 68,917 Noble Energy Inc 2,082,473 0.18

1,606 Harley-Davidson Inc 57,882 0.01 3,881 Nordstrom Inc 172,120 0.02118,672 Hawaiian Holdings Inc 3,654,026 0.32 59,347 Norfolk Southern Corporation 7,668,778 0.68

399 HCA Healthcare Inc 35,063 0.00 1,577 Northern Trust Corporation 138,973 0.01747 Helmerich & Payne Inc 40,794 0.00 28,708 Nucor Corporation 1,536,765 0.14

18,223 Henry Schein Inc 1,133,758 0.10 49,556 NxStage Medical Inc 1,184,200 0.111,489 Hewlett Packard Enterprise Company 18,632 0.00 6,930 Oasis Petroleum Inc 76,984 0.01

10,263 Hibbett Sports Inc 201,296 0.02 5,919 Omnicom Group Inc 386,658 0.036,058 HollyFrontier Corporation 355,059 0.03 4,729 O'Reilly Automotive Inc 1,108,058 0.10

123



Nominal Description € Assets Nominal Description € AssetsEquities (continued) Equities (continued)United States (continued) United States (continued)

406 Packaging Corporation of America 38,873 0.00 117,463 The Hartford Financial Services Group Inc 5,144,005 0.468,282 Palo Alto Networks Inc 1,457,499 0.13 2,111 The Hershey Company 168,258 0.01

25,662 Papa John's International Inc 1,114,793 0.10 1,041 The Home Depot Inc 173,953 0.0271,355 Paratek Pharmaceuticals Inc 623,375 0.06 271 The JM Smucker Company 24,947 0.00

4,493 Parker-Hannifin Corporation 599,747 0.05 4,485 The Kraft Heinz Company 241,315 0.02177 Patterson Companies Inc 3,437 0.00 16,272 The Kroger Company 396,504 0.04

48,123 Patterson-UTI Energy Inc 741,907 0.07 4,975 The Procter & Gamble Company 332,618 0.03849 Paychex Inc 49,702 0.00 17,868 The Southern Company 708,721 0.06

8,108 PayPal Holdings Inc 578,265 0.05 55,666 The TJX Companies Inc 4,537,955 0.4063,984 Peabody Energy Corporation 2,492,392 0.22 3,625 The Travelers Companies Inc 379,840 0.0313,920 People's United Financial Inc 215,676 0.02 34,113 The Walt Disney Company 3,062,296 0.27

210 PepsiCompany Inc 19,582 0.00 7,099 The Western Union Company 123,612 0.012,165 PerkinElmer Inc 135,791 0.01 15,777 Thermo Fisher Scientific Inc 2,799,065 0.25

44,259 Perspecta Inc 779,001 0.07 3,808 Tiffany & Company 429,217 0.049,333 Pfizer Inc 290,010 0.03 611 Torchmark Corporation 42,603 0.00

37 PG&E Corporation 1,349 0.00 57,542 Tractor Supply Company 3,769,764 0.3319,326 Philip Morris International Inc 1,336,458 0.12 8,679 Trinity Industries Inc 254,672 0.0218,439 Pinnacle Foods Inc 1,027,486 0.09 28,488 Twenty-First Century Fox Inc 1,212,427 0.11

4,116 Pinnacle West Capital Corporation 284,001 0.03 6,667 Ulta Beauty Inc 1,333,114 0.1246,729 Planet Fitness Inc 1,758,616 0.16 2,772 Union Pacific Corporation 336,377 0.0313,161 PPL Corporation 321,825 0.03 963 United Parcel Service Inc 87,619 0.0183,314 Principal Financial Group Inc 3,778,405 0.34 39,133 United States Steel Corporation 1,164,722 0.10

1,297 Public Service Enterprise Group Inc 60,143 0.01 1,862 United Technologies Corporation 199,397 0.022,342 PVH Corporation 300,325 0.03 117 Universal Health Services Inc 11,167 0.00

51,569 QUALCOMM Inc 2,478,739 0.22 74,500 US Bancorp 3,191,718 0.28919 Quest Diagnostics Inc 86,536 0.01 114,537 US Foods Holding Corporation 3,710,153 0.33

34,603 Radius Health Inc 873,410 0.08 649 Varian Medical Systems Inc 63,213 0.012,053 Ralph Lauren Corporation 221,064 0.02 420 Verisk Analytics Inc 38,721 0.001,941 Raymond James Financial Inc 148,540 0.01 1,479 Verizon Communications Inc 63,730 0.01

233 Raytheon Company 38,552 0.00 611 Vertex Pharmaceuticals Inc 88,943 0.013,794 Regions Financial Corporation 57,777 0.01 9,498 VF Corporation 663,164 0.06

228,457 Rent-A-Center Inc 2,880,294 0.26 27,237 Visa Inc 3,089,838 0.27849 ResMed Inc 75,320 0.01 8,129 Voya Financial Inc 327,235 0.03453 Robert Half International Inc 25,258 0.00 383 Vulcan Materials Company 42,337 0.00551 Rockwell Automation Inc 78,449 0.01 44,206 Walgreens Boots Alliance Inc 2,272,299 0.20364 Roper Technologies Inc 86,019 0.01 74,205 Warrior Met Coal Inc 1,752,243 0.16

37,870 Ross Stores Inc 2,748,904 0.24 1,489 Waste Management Inc 103,735 0.0149,931 Rowan Companies Plc 693,658 0.06 588 Waters Corporation 97,496 0.01

961 Royal Caribbean Cruises Limited 85,272 0.01 109,619 Web.com Group Inc 2,427,006 0.225,445 SCANA Corporation 179,642 0.02 4,153 WEC Energy Group Inc 229,961 0.02

45,686 Schlumberger Limited 2,622,871 0.23 29,551 Wells Fargo & Company 1,403,201 0.12261 Sealed Air Corporation 9,489 0.00 6,760 Western Digital Corporation 448,196 0.04

37,460 Selecta Biosciences Inc 425,117 0.04 803 WestRock Company 39,216 0.0031,064 Sempra Energy 3,089,239 0.27 413,205 World Fuel Services Corporation 7,223,257 0.6457,294 Signature Bank/New York NY 6,275,326 0.56 19,999 Worldpay Inc 1,400,812 0.12

5,977 Skechers U.S.A. Inc 153,629 0.01 282 WW Grainger Inc 74,488 0.0156 Snap-on Inc 7,709 0.00 25,299 Wyndham Hotels & Resorts Inc 1,274,755 0.11

24,608 Spirit AeroSystems Holdings Inc 1,810,692 0.16 1,596 Xcel Energy Inc 62,443 0.018,054 Sprouts Farmers Market Inc 152,243 0.01 2,207 Xilinx Inc 123,360 0.01

187 Stanley Black & Decker Inc 21,271 0.00 19,069 XPO Logistics Inc 1,636,189 0.15285 State Street Corporation 22,723 0.00 345 Xylem Inc/NY 19,910 0.00

35,703 Steel Dynamics Inc 1,405,124 0.12 540,686 YRC Worldwide Inc 4,654,100 0.41351 Stericycle Inc 19,628 0.00 21,754 Zimmer Biomet Holdings Inc 2,076,370 0.18

65,557 Stifel Financial Corporation 2,933,796 0.26 1,937 Zions Bancorporation 87,414 0.01672 Stryker Corporation 97,190 0.01 831 Zoetis Inc 60,634 0.01

2,487 SunTrust Banks Inc 140,629 0.01 417,371,270 37.072,398 Surface Oncology Inc 33,499 0.00

420 SVB Financial Group 103,875 0.01 Total equities 779,646,002 69.265,152 Symantec Corporation 91,121 0.012,407 Synchronoss Technologies Inc 12,720 0.00 Exchange traded funds1,498 Synopsys Inc 109,789 0.01 United States

117 Sysco Corporation 6,843 0.00 26,153 iShares iBoxx $ High Yield Corporationorate Bond 1,905,783 0.17924 T Rowe Price Group Inc 91,874 0.01 3,615 SPDR S&P Biotech 294,730 0.03285 Take-Two Interactive Software Inc 28,892 0.00 87,707 SPDR S&P Oil & Gas Exploration & Production 3,234,691 0.29

25,515 Tapestry Inc 1,020,775 0.09 18,238 SPDR S&P Regional Banking 952,865 0.083,441 TD Ameritrade Holding Corporation 161,418 0.01 87,186 VanEck Vectors Oil Services 1,961,694 0.17

78,461 Tempur Sealy International Inc 3,229,028 0.29 8,349,763 0.7426,756 Texas Instruments Inc 2,526,529 0.2270,974 The ADT Corporation# 525,822 0.05 Total exchange traded funds 8,349,763 0.7423,136 The Allstate Corporation 1,808,593 0.16

481 The Charles Schwab Corporation 21,052 0.00 Futures contracts (a)41,139 The Cheesecake Factory Inc 1,940,057 0.17 Australia

7,093 The Children's Place Inc 733,874 0.07 158 BHP Billiton SSF Futures December 2018 36,076 0.004,892 The Clorox Company 566,694 0.054,293 The Coca-Cola Company 161,270 0.01 Germany

285 The Cooper Companies Inc 57,474 0.01 (44) DAX Index Futures September 2018 305,213 0.03821 The Estee Lauder Companies Inc 100,337 0.01 (8) DAX Mini Index Futures September 2018 2,020 0.00

100,682 The Gap Inc 2,793,105 0.25 (1,598) Euro STOXX 50 Index Futures September 2018 1,452,920 0.144,702 The Goldman Sachs Group Inc 888,288 0.08 (57) SX5E Dividend Index Futures December 2020 18,599 0.00

100,644 The Greenbrier Companies Inc 4,547,104 0.40 1,778,752 0.17

124



Nominal Description € Assets Nominal Description € AssetsFutures contracts (a) (continued) Option contracts (b) (continued)Hong Kong Italy

(88) Hang Seng Index Futures July 2018 2,489 0.00 2,057 Calls on 3 ISP IM 21 September 2018 23,244 0.00(24) HSCEI Index Futures July 2018 18,603 0.00

21,092 0.00 Netherlands710 Calls on 115 NXPI US 17 August 2018 328,380 0.03

Italy 290 Calls on 7.5 ATC NA 21 December 2018 64,670 0.01(33) FTSE/MIB Index Futures September 2018 132,230 0.01 290 Calls on 8 ATC NA 21 December 2018 55,390 0.00

757 Intesa Sanp SSDF December 2019 3,785 0.00 581 Calls on 8.5 ATC NA 21 December 2018 90,636 0.01 136,015 0.01 660 Calls on 9 ATC NA 20 July 2018 45,540 0.00

1,362 Calls on 9.5 ATC NA 21 December 2018 134,838 0.01Japan 1,158 Put on 0.9 SR NA 15 February 2018 103,062 0.01

(75) NIKKEI 225 OSE Index Futures September 2018 103,307 0.01 351 Put on 105 NXPI US 20 July 2018 111,233 0.01(4) Tokyo TOPIX Index Futures September 2018 2,745 0.00 933,749 0.08

106,052 0.01Sweden

Sweden 3,181 Calls on 155 VOLVB 20 July 2018 21,319 0.00(313) OMXS 30 Index Futures July 2018 4,357 0.00 3,256 Calls on 160 VOLVB 20 July 2018 10,911 0.00

174 Put on 1500 OMX 17 August 2018 29,569 0.00Switzerland 2,701 Put on 190 ASSAB SS 20 July 2018 97,619 0.01

9 Swiss Market Index Futures September 2018 4,425 0.00 159,418 0.01

United Kingdom Switzerland(1,523) FTSE 100 Index Futures September 2018 391,902 0.04 1,750 Calls on 3.9 GLEN LN 20 July 2018 79,551 0.01

398 Rio Tinto Plc SSDF December 2018 143,774 0.01 803 Calls on 4 GLEN LN 20 July 2018 22,814 0.00 535,676 0.05 4,088 Calls on 4.1 GLEN LN 20 July 2018 69,687 0.01

1,241 Calls on 4.2 GLEN LN 17 August 2018 49,361 0.00United States 221,413 0.02

(30) NASDAQ E-mini Index Futures September 2018 21,618 0.00(159) S&P 500 E-mini Index Futures September 2018 117,692 0.01 United Kingdom

139,310 0.01 1,176 Calls on 1.6 GLEN LN 17 August 2018 66,490 0.01425 Calls on 34 IMB LN 21 December 2018 79,296 0.01

Total futures contracts 2,761,755 0.25 224 Put on 39 RIO LN 17 August 2018 235,565 0.02434 Put on 42 RIO LN 20 July 2018 564,376 0.05

Option contracts (b) 266 Put on 5.2 BP/LN 20 July 2018 2,257 0.00Australia 793 Put on 5.3 BP/LN 20 July 2018 8,967 0.00

635 Calls on 160 VOLVB 20 July 2018 592,391 0.05 956,951 0.09131 Put on 5975 AS51 20 September 2018 64,281 0.01

75 Put on 6000 AS51 16 August 2018 21,453 0.00 United States 678,125 0.06 80 Calls on 125 KMB US 20 July 2018 69 0.00

36 Calls on 134 MCK US 06 July 2018 5,704 0.00China 4,036 Calls on 18 FCX US 20 July 2018 124,445 0.01

3,098 Put on 50 2318 HK 28 December 2018 3,383 0.00 2,412 Calls on 19 FCX US 17 August 2018 99,161 0.012,069 Put on 55 2318 HK 28 December 2018 13,552 0.00 2,132 Calls on 35 CMCSA US 21 September 2018 195,387 0.02

766 Put on 57.5 2318 HK 28 December 2018 10,871 0.00 1,901 0.00 27,806 0.00

30 Calls on 72.5 DVA US 20 July 2018 11,447 Written option K=2.7 Egalet Corporation 7 June 2022 - 0.00

1,469 Put on 100 SMH US 17 August 2018 348,519 0.03European Union 13 Put on 105 NDX 20 July 2018 105,877 0.01

10,129 Calls on 6.5 IBE SQ 20 July 2018 159,268 0.01 177 Put on 175 AAPL US 20 July 2018 12,129 0.00 893,192 0.08

France5,923 Calls on 15 ORA FP 20 July 2018 17,769 0.00

213 Calls on 150 ILD FP 20 July 2018 10,224 0.00 Total option contracts 31,487,186 2.791,315 Calls on 20.5 UG FP 17 August 2018 56,545 0.01

84,538 0.01 Real estate investment trustsUnited States

Germany 625 Alexandria Real Estate Equities Inc 67,540 0.011,068 Calls on 130 SX7E 21 December 2018 42,720 0.00 210 Apartment Investment & Management Company 7,608 0.001,526 Calls on 20.95 RWE GR 21 September 2018 64,113 0.01 1,932 AvalonBay Communities Inc 284,434 0.03

533 Calls on 73 1COV GR 20 July 2018 211,068 0.02 779 Boston Properties Inc 83,681 0.01818 Calls on 75 1COV GR 20 July 2018 210,226 0.02 153,429 CorePoint Lodging Inc 3,403,547 0.30

4,725 Calls on 9.5 EOAN GR 17 August 2018 75,600 0.01 252 Digital Realty Trust Inc 24,083 0.0084 Put on 3300 SX5E 21 Spetember 2018 55,356 0.00 6,146 Duke Realty Corporation 152,814 0.01

141 Put on 3350 SX5E 20 July 2018 44,556 0.00 3,103 Equity Residential 169,269 0.02163 Put on 3400 SX5E 20 July 2018 79,707 0.01 103 Essex Property Trust Inc 21,091 0.00248 Put on 3450 SX5E 20 July 2018 184,760 0.02 196 Extra Space Storage Inc 16,755 0.00

968,106 0.09 1,111 Federal Realty Investment Trust 120,421 0.01391,175 GGP Inc 6,844,851 0.61

Hong Kong 8,328 HCP Inc 184,171 0.025,565,755 Call on 85 2318 HK 27 November 2020 3,218,923 0.29 7,891 Host Hotels & Resorts Inc 142,404 0.015,565,755 Call on 85 2318 HK 29 October 2020 3,075,571 0.27 33 Kimco Realty Corporation 480 0.005,565,755 Call on 85 2318 HK 30 December 2020 3,381,653 0.30 1,671 Mid-America Apartment Communities Inc 144,079 0.01

823,505 Calls on 90.5 HK 29 June 2021 454,811 0.04 4,317 Prologis Inc 242,888 0.02823,505 Calls on 90.5 HK 30 December 2020 396,250 0.04 383 Public Storage 74,419 0.01823,505 Calls on 90.5 HK 30 March 2021 441,523 0.04 1,442 Realty Income Corporation 66,434 0.01

3,407,698 Put on 52.5 2318 HK Equity 30 July 2018 6,889 0.00 3,817 Regency Centers Corporation 202,954 0.021,514,509 Put on 75 2318 HK 27 September 2018 797,711 0.07 420 Simon Property Group Inc 61,222 0.012,016,167 Put on 90.5 2318 HK 29 June 2021 5,016,006 0.44 1,223 SL Green Realty Corporation 105,304 0.012,016,167 Put on 90.5 2318 HK 30 December 2018 4,769,709 0.42 71,985 Spirit Realty Capital Inc 495,088 0.042,016,167 Put on 90.5 2318 HK 30 March 2021 4,822,330 0.43 48,012 STORE Capital Corporation 1,126,743 0.10

26,381,376 2.34 588 The Macerich Company 28,621 0.00

125


Fair % of Value Net

Nominal Description € AssetsReal estate investment trusts (continued)United States (continued)

3,579 UDR Inc 115,075 0.01495 Ventas Inc 24,145 0.00245 Vornado Realty Trust 15,511 0.00521 Welltower Inc 27,974 0.00714 Weyerhaeuser Company 22,297 0.00

14,275,903 1.27

Total real estate investment trusts 14,275,903 1.27

Total return swap (b)South Korea

(2,486,295) KOSPI2 Index Futures September 2018 55,341 0.00

Total total return swaps 55,341 0.00

Warrants (b)United States

8,565 Basic Energy Services Inc 2,274 0.00

Total warrants 2,274 0.00

126



gain Net Amount Receivable Amount Payable Maturity Date Contracts € Assets

€211,377 AUD332,733 12 July 2018 2 1,011 0.00€9,838,887 CAD15,117,796 12 July 2018 2 2,641 0.00€2,594 CHF2,993 06 July 2018 3 12 0.00€89,924 CHF103,857 12 July 2018 4 329 0.00€5,612 CZK144,192 12 July 2018 1 71 0.00€15,329 £13,517 06 July 2018 4 47 0.00€35,971,613 £31,719,220 12 July 2018 6 116,740 0.01€589,586 JPY75,496,648 12 July 2018 1 5,846 0.00€43,037 SEK446,209 06 July 2018 2 316 0.00€1,395,150 SEK14,189,608 12 July 2018 5 36,589 0.00€1,770,639 US$2,060,761 06 July 2018 5 6,463 0.00€56,283,128 US$65,448,364 12 July 2018 14 279,788 0.03€187,228 ZAR2,831,391 12 July 2018 1 10,758 0.00US$156,790,184 €133,960,800 06 July 2018 5 264,155 0.02

Total unrealised gain on forward currency contracts 724,766 0.06


127

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man GLG European Equity Alternative (continued)Financial liabilities at fair value through profit or loss


Nominal Description € Assets Nominal Description € AssetsContracts for difference Contracts for difference (continued)Argentina Denmark (continued)

(3,683) MercadoLibre Inc (12,387) (0.00) (200,614) GN Store Nord A/S (1,524,283) (0.13)(11,946) H Lundbeck A/S (10,546) (0.00)

Australia 144,761 ISS A/S (312,212) (0.03)36,236 Alumina Limited (229) (0.00) (7,187) Jyske Bank A/S (1,584) (0.00)55,005 APN Outdoor Group Limited (10,443) (0.00) (75,963) Novozymes A/S (1,690) (0.00)(71,229) BHP Billiton Limited (215,683) (0.02) (250,687) Orsted A/S (283,344) (0.03)

138,783 GetSwift Limited (224,670) (0.03) 10,961 Pandora A/S (80,728) (0.01)10,122 Iluka Resources Limited (2,254) (0.00) 312,140 Vestas Wind Systems A/S (736,374) (0.07)

(980,000) MMG Limited (23,435) (0.00) (112,666) William Demant Holding A/S (321,855) (0.03)46,322 OneMarket Limited (2,931) (0.00) (6,106,035) (0.54)38,846 OZ Minerals Limited (10,040) (0.00)

(704) S&P/ASX 200 Resources Index (130,170) (0.01) European Union(546) S&P/ASX 300 Met and Mining Index (220,968) (0.02) (9,396) EU Momentum Long (1,822) (0.00)

903,199 S2 Resources Limited (33,667) (0.00) 11,944 EU Momentum Short (3,722) (0.00)2,702 South32 Limited_GS (448) (0.00) 53,015 EU Value Long (129,876) (0.02)

2,569,015 South32 Limited_GS (32,373) (0.00) 2,813 GS EU Momentum Short Price (32,981) (0.00) (907,311) (0.08) (107) MDAX Performance Index (30,971) (0.00)

(73,420) MSGLGCYC (96,800) (0.01)Austria 33,946 MSGLOIL2 (116,828) (0.01)

11,880 ams AG (170,122) (0.02) 22,764 MSSTHISI (115,192) (0.01)4,872 OMV AG (7,859) (0.00) (4,711) STOXX Europe 600 Travel & Leisure Price Index (24,665) (0.00)

53,831 voestalpine AG (319,241) (0.03) (4,230) STXE 600 MDA Price Index (42,957) (0.00)(22,544) Wienerberger AG (10,723) (0.00) (595,814) (0.05)

(507,945) (0.05)Finland

Belgium (81,085) Amer Sports Oyj (120,329) (0.01)2,506 Anheuser-Busch InBev SA/NV (3,210) (0.00) (8,358) Elisa Oyj (3,986) (0.00)

10,075 bpost SA (82,899) (0.01) (3,089) Fortum Oyj (1,030) (0.00)(16,903) Colruyt SA (40,130) (0.00) (186,330) Kone Oyj (502,145) (0.04)

112 Ontex Group NV (245) (0.00) (5) Konecranes Oyj (5) (0.00)26,753 Proximus SADP (180,304) (0.01) (23,877) Metso Oyj (58,378) (0.01)

33 Solvay SA (255) (0.00) (168) Neste Oyj (6) (0.00)(2,007) UCB SA (1,893) (0.00) 66,147 Nokia Oyj (2,216) (0.00)

31,899 Umicore SA (78,728) (0.01) 191 Nokian Renkaat Oyj (550) (0.00) (387,664) (0.03) 4,975 Orion Oyj (10,214) (0.00)

542,012 Outokumpu Oyj (63,234) (0.01)Bermuda 325,137 Outotec Oyj (97,753) (0.01)

432,704 Nabors Industries Limited (191,895) (0.02) 261 Sampo Oyj (713) (0.00)66,858 Odfjell Drilling Limited (14,259) (0.00) 164,085 Stora Enso Oyj (132,805) (0.01)(29,938) Triton International Limited (9,259) (0.00) 95,187 UPM-Kymmene Oyj (99,338) (0.01)

(4,317) XL Group Limited (1,947) (0.00) (1,092,702) (0.10) (217,360) (0.02)

FranceCanada (2,604) Aeroports de Paris (35,447) (0.00)

(21,805) Agnico Eagle Mines Limited (48,726) (0.00) 677 Air France-KLM (202) (0.00)(42,821) Barrick Gold Corporation (10,783) (0.00) 19,368 Airbus SE (93,220) (0.01)60,361 Goldcorp Inc (10,991) (0.00) 13,867 Alstom SA (68,953) (0.01)(25,940) Nutrien Limited (99,481) (0.01) 511,786 Altran Technologies SA (322,769) (0.03)

168,085 Teck Resources Limited (154,708) (0.02) 32,560 Arkema SA (180,377) (0.02) (324,689) (0.03) 8,754 Atos SE (33,367) (0.00)

52,228 AXA SA (62,483) (0.01)China (15,158) BioMerieux (71,235) (0.01)

9,722 Anhui Conch Cement Company Limited (2,341) (0.00) 20,776 BNP Paribas SA (80,336) (0.01)(45,824) Ctrip.com International Limited (56,893) (0.01) 53,306 Bureau Veritas SA (9,119) (0.00)

(115) ENN Energy Holdings Limited (39) (0.00) (5) Capgemini SE (5) (0.00)301,617 Guangxi Liuzhou Pharmaceutical Company Limited (83,014) (0.01) 30,874 Carrefour SA (49,804) (0.00)(234,000) Guangzhou Baiyunshan Pharmaceutical Holdings 104,207 Casino Guichard Perrachon SA (272,500) (0.02)

Company Limited (1,935) (0.00) (1,162) Christian Dior SE (44,448) (0.00)132,840 Huadong Medicine Company Limited (54,999) (0.00) 52,747 Claranova SADIR (1,235) (0.00)(113,530) JD.com Inc (81,995) (0.01) 93 Covivio (232) (0.00)

13,755 NetEase Inc (19,139) (0.00) 11,480 Credit Agricole SA (18,577) (0.00)(168,314) Tingyi Cayman Islands Holding Corporation (103,733) (0.01) (73,110) Criteo SA (364,527) (0.03)(458,956) TravelSky Technology Limited (21,942) (0.00) 5 Danone SA (18) (0.00)(458,000) Weichai Power Company Limited (35,661) (0.00) (296) Dassault Aviation SA (55,915) (0.00)

(461,691) (0.04) (1,951) Dassault Systemes SE (17,521) (0.00)(139,691) Edenred (122,447) (0.01)

Czech Republic 143,188 Eiffage SA (345,126) (0.03)214,262 CEZ AS (173,308) (0.02) 997,817 Electricite de France SA (12,461) (0.00)(11,564) Komercni banka AS (7,031) (0.00) 142,862 Elior Group SA (695,714) (0.07)

(180,339) (0.02) 5 Elis SA (1) (0.00)378 Euro STOXX 50 Price (9,495) (0.00)

Denmark (4,251) Euro Stoxx 600 Industrial Goods & Services Price Index (24,482) (0.00)9,891 AP Moller - Maersk A/S (2,161,163) (0.18) (1,647) Eurofins Scientific SE (9,547) (0.00)(4,358) Chr Hansen Holding A/S (12,329) (0.00) 12,893 Faurecia SA (83,788) (0.01)(4,183) Coloplast A/S (4,071) (0.00) 5 Hermes International (3) (0.00)

196 Danske Bank A/S (515) (0.00) 5 Iliad SA (255) (0.00)(173,003) DSV A/S (526,502) (0.05) 8,576 Ipsen SA (81,263) (0.01)

32,909 FLSmidth & Company A/S (128,839) (0.01) 7,331 Kering SA (125,278) (0.01)

128

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man GLG European Equity Alternative (continued)Financial liabilities at fair value through profit or loss (continued)


Nominal Description € Assets Nominal Description € AssetsContracts for difference (continued) Contracts for difference (continued)France (continued) Germany (continued)

761 Klepierre SA (892) (0.00) (10,917) Symrise AG (27,151) (0.00)313 Lagardere SCA (351) (0.00) 75,811 Tele Columbus AG (126,533) (0.01)

9,716 Natixis SA (2,707) (0.00) 181,137 Telefonica Deutschland Holding AG (132,265) (0.01)7,833 Nexity SA (951) (0.00) 419,408 thyssenkrupp AG (363,333) (0.04)

63 Orange SA (19) (0.00) (2,777) TUI AG (1,624) (0.00)(3,813) Orpea (42,011) (0.00) (217,798) Uniper SE (277,307) (0.02)

493,466 Peugeot SA (530,090) (0.05) 85,186 United Internet AG (442,112) (0.05)(11,726) Publicis Groupe SA (17,346) (0.00) 2,777 Volkswagen AG (53,087) (0.00)

5,894 Renault SA (117,742) (0.01) (631) Vonovia SE (4,653) (0.00)180,731 Rubis SCA (1,501,697) (0.14) 1,896 Wacker Chemie AG (7,098) (0.00)(21,898) Safran SA (330,244) (0.03) (19,219) Wirecard AG (372,536) (0.03)33,866 Sanofi (106,519) (0.01) (3,444) Zalando SE (12,611) (0.00)

(135) Schneider Electric SE (45) (0.00) (7,401,778) (0.66)467 SCOR SE (704) (0.00)

3,001 Societe BIC SA (12,866) (0.00) Hong Kong29,367 Societe Generale SA (211,112) (0.02) (1,058,685) HK Electric Investments & HK Electric Investments Limited (28,922) (0.00)(12,340) Sodexo SA (36,470) (0.00) (248,952) Hong Kong & China Gas Company Limited (56,558) (0.01)

(1,577) Sopra Steria Group (18,805) (0.00) 341,150 Kunlun Energy Company Limited (2,198) (0.00)75 SPIE SA (57) (0.00) (87,678) (0.01)

(3,705) STOXX Europe 600 Chemicals Price EUR Index (11,424) (0.00)(5,422) STOXX Europe 600 Oil & Gas Price EUR Index (12,335) (0.00) Hungary(2,421) STOXX Europe Mid 200 Index (2,668) (0.00) 54,707 Wizz Air Holdings Plc (43,199) (0.00)

(588) STXE 600 Rtl Price EUR Index (687) (0.00)25,106 Suez (15,980) (0.00) India(1,633) SXOP Index (5,052) (0.00) 188,273 Vedanta Resources Plc (199,886) (0.02)(7,016) Talend SA (40,979) (0.00)(3,528) Teleperformance (87,536) (0.01) Ireland(4,373) Thales SA (39) (0.00) (43,196) Accenture Plc (284,089) (0.03)8,618 Trigano SA (71,775) (0.01) 1,764 AIB Group Plc (575) (0.00)(5,171) Ubisoft Entertainment SA (101,836) (0.01) 45,354 CRH Plc_MS (20,761) (0.00)2,819 Unibail-Rodamco-Westfield (3,455) (0.00) 134,099 CRH Plc_MS (134,859) (0.01)

522 Valeo SA (5,097) (0.00) 207,158 DCC Plc (474,600) (0.04)587,817 Veolia Environnement SA (736,055) (0.08) (129,982) Glanbia Plc_MS (236,988) (0.02)

16,189 Vinci SA (34,422) (0.00) (53,973) Glanbia Plc_JPM (94,235) (0.01)48,649 Vivendi SA (36,694) (0.00) 317,905 Green REIT plc (8,002) (0.00)

(7,388,812) (0.66) (553,071) Greencore Group Plc (282,721) (0.03)(37,027) Kerry Group Plc (16,512) (0.00)

Germany (50,943) Kingspan Group Plc (350,578) (0.03)29,458 1&1 Drillisch AG (321,585) (0.03) (48,262) Paddy Power Betfair Plc (178,075) (0.02)

56 Adidas AG (413) (0.00) 70,746 Ryanair Holdings Plc_MS (47,403) (0.00)26,315 AIXTRON SE (17,070) (0.00) 656,317 Ryanair Holdings Plc_MS (277,759) (0.02)(15,988) Aroundtown SA (9,172) (0.00) (12,936) Smurfit Kappa Group Plc_MS (1,845) (0.00)(36,688) BASF SE (25,532) (0.00) 55,266 Smurfit Kappa Group Plc_GS (11,244) (0.00)56,467 Bayer AG (217,014) (0.02) 37 UDG Healthcare Plc (34) (0.00)

5,119 Bayerische Motoren Werke AG (44,420) (0.00) (2,420,280) (0.21)155,977 Brenntag AG (562,796) (0.06)

13,945 Continental AG (290,122) (0.03) Isle of Man2,753 Covestro AG (2,928) (0.00) 86,093 Playtech Plc (47,778) (0.00)

12,169 Daimler AG (102,086) (0.01)(8,353) Delivery Hero AG (35,712) (0.00) Israel

105,133 Deutsche Bank AG (247,259) (0.02) (25,046) Check Point Software Technologies Limited (9,625) (0.00)75 Deutsche Post AG (359) (0.00) 2,978 Frutarom Industries Limited (694) (0.00)

15,176 Deutsche Telekom AG (3,562) (0.00) (10,319) (0.00)(18,041) Deutsche Wohnen SE (2,665) (0.00)

252,435 Evonik Industries AG (445,408) (0.05) Italy5,955 Freenet AG (13,396) (0.00) (166,525) BPER Banca (965) (0.00)1,384 GRENKE AG (115) (0.00) (2,179) Davide Campari-Milano SpA (1,703) (0.00)

53,567 Hella GmbH & Company KGaA (160,923) (0.01) (6,647) DiaSorin SpA (19,760) (0.00)7,476 Henkel AG & Company KGaA (50,956) (0.00) (889,106) Enel SpA (15,331) (0.00)

(19,826) HOCHTIEF AG (47,895) (0.00) (8,899) Ferrari NV (131,210) (0.01)127,546 Infineon Technologies AG (107,197) (0.01) (435,498) Infrastrutture Wireless Italiane SpA (42,843) (0.00)(940,745) Innogy SE (487,053) (0.04) (216,044) Intesa Sanpaolo SpA_CS (2,192) (0.00)

66,217 Kabel Deutschland Holding AG (193,981) (0.02) (218,877) Intesa Sanpaolo SpA_CS - (0.00)14,063 KION Group AG (144,198) (0.01) 33 Mediaset SpA (15) (0.00)

140,424 Kloeckner & Company SE (130,332) (0.01) (38,326) Moncler SpA (61,168) (0.01)75,196 LANXESS AG (177,003) (0.02) (23) Recordati SpA (83) (0.00)40,762 METRO AG (163,640) (0.01) (177,461) Saipem SpA (112,123) (0.01)

(476) MTU Aero Engines AG (3,073) (0.00) (169,832) Terna Rete Elettrica Nazionale SpA (4,636) (0.00)140 Muenchener Rueckversicherungs-Gesellschaft AG in 5 UnipolSai Assicurazioni SpA (1) (0.00)

Muenchen (1,301) (0.00) (392,030) (0.03)4,474 Pfeiffer Vacuum Technology AG (21,248) (0.00)

64,568 Porsche Automobil Holding SE (753,568) (0.08) Japan294 ProSiebenSat.1 Media SE (728) (0.00) 42,858 ABC-Mart Inc (112,069) (0.01)

24,217 Rheinmetall AG (456,907) (0.04) 90,553 Aisin Seiki Company Limited (659,486) (0.06)919,635 RWE AG (256,022) (0.02) 299,582 Amada Holdings Company Limited (858,752) (0.08)

(3,519) Scout24 AG (14,874) (0.00) 58,400 Asahi Group Holdings Limited (41,922) (0.00)66,082 Siemens AG (68,955) (0.01) (125,420) Calbee Inc (429,078) (0.04)

129



Nominal Description € Assets Nominal Description € AssetsContracts for difference (continued) Contracts for difference (continued)Japan (continued) Netherlands (continued)

(23,072) Cosmos Pharmaceutical Corporation (233,750) (0.02) 142,330 Aegon NV (40,147) (0.00)32 Denso Corporation (86) (0.00) 8,859 Akzo Nobel NV (42,288) (0.00)

75,509 DIC Corporation (329,677) (0.03) (144,081) Altice Europe NV_MS (265,821) (0.02)153,767 Don Quijote Holdings Company Limited (507,705) (0.05) 168,087 Altice Europe NV_CS (808,206) (0.08)(41,219) East Japan Railway Company (275,518) (0.02) 31,208 AMG Advanced Metallurgical Group NV (30,946) (0.00)19,009 en-japan Inc (16,899) (0.00) 1,577 ASM International NV (9,865) (0.00)(73,023) FamilyMart UNY Holdings Company Limited (490,968) (0.04) 406 BE Semiconductor Industries NV (2,510) (0.00)

(229,401) Financial Products Group Company Limited (83,735) (0.01) 67,743 Constellium NV (73,350) (0.01)244,936 Hitachi Chemical Company Limited (737,441) (0.07) 14 Heineken NV (12) (0.00)(31,408) Hoshizaki Corporation (289,750) (0.03) (9,100) IMCD NV (47,769) (0.00)46,700 IHI Corporation (433) (0.00) 58,999 ING Groep NV (34,650) (0.00)59,000 Japan Investment Adviser Company Limited (123,794) (0.01) (242,286) Koninklijke Ahold Delhaize NV (135,431) (0.01)

496,656 JSR Corporation (1,701,595) (0.15) 397 Koninklijke DSM NV (73,006) (0.01)152,912 Kansai Paint Company Limited (149,416) (0.01) (128,699) Koninklijke Philips NV (3,861) (0.00)(51,296) KH Neochem Company Limited (57,196) (0.01) 100,087 NXP Semiconductors NV (310,835) (0.04)

229,128 Komatsu Limited (949,307) (0.08) 4,697 OCI NV (2,807) (0.00)36 Kuraray Company Limited (60) (0.00) (19,690) Randstad NV (7,503) (0.00)

511,881 Leopalace21 Corporation (829,677) (0.07) (44,137) Wolters Kluwer NV (42,388) (0.00)37 LIXIL Group Corporation (110) (0.00) (2,156,065) (0.19)

17,765 Mercari Inc (20,076) (0.00)(22,853) MISUMI Group Inc (37,852) (0.00) Norway

241,431 Mitsubishi Chemical Holdings Corporation (181,800) (0.02) 79 Norsk Hydro ASA (13) (0.00)9 Mitsubishi Gas Chemical Company Inc (28) (0.00) (1,160) Norwegian Air Shuttle ASA (11,385) (0.00)

76,906 Nabtesco Corporation (283,026) (0.03) 25,297 Orkla ASA (30,322) (0.00)8,121 NH Foods Limited (4,947) (0.00) 30,048 Otello Corporation ASA (47,638) (0.00)

(244,015) Nippon Paint Holdings Company Limited (1,357,957) (0.12) (146,265) Petroleum Geo-Services ASA (28,181) (0.00)(10,300) Nissan Chemical Corporation (4,064) (0.00) 331 Telenor ASA (374) (0.00)

(260,762) Nisshin Seifun Group Inc (525,303) (0.05) (141,662) TGS NOPEC Geophysical Company ASA (1,038,708) (0.10)44,777 Nitto Denko Corporation (119,377) (0.01) 36,204 Tomra Systems ASA (48,565) (0.00)

(34) NTT Urban Development Corporation (3) (0.00) 195,552 XXL ASA (128,162) (0.02)88,491 Pola Orbis Holdings Inc (94,689) (0.01) 8,482 Yara International ASA (41,753) (0.00)66,942 Rinnai Corporation (160,114) (0.01) (1,375,101) (0.12)

3,400 Ryohin Keikaku Company Limited (14,087) (0.00)18 Seibu Holdings Inc (2) (0.00) Poland

(44,700) Seria Company Limited (8,131) (0.00) 88,983 KGHM Polska Miedz SA (102,970) (0.01)(56,752) Shimano Inc (365,483) (0.03)

139,519 Shin-Etsu Chemical Company Limited (1,419,494) (0.13) Portugal(64,541) Shiseido Company Limited (1,054,999) (0.09) 2,050,643 EDP - Energias de Portugal SA (87,586) (0.01)20,600 Square Enix Holdings Company Limited (23,693) (0.00) 140 Jeronimo Martins SGPS SA (268) (0.00)

294,365 Sumitomo Heavy Industries Limited (1,646,302) (0.15) (87,854) (0.01)60,040 Sumitomo Realty & Development Company Limited (50,281) (0.00)

26 Suruga Bank Limited (76) (0.00) Russia(148,510) Taisei Corporation (344,497) (0.03) 1,783 Polymetal International Plc (1,001) (0.00)329,389 The Japan Steel Works Limited (1,423,358) (0.13)

75,937 THK Company Limited (444,948) (0.04) South Africa39 Tokuyama Corporation (165) (0.00) 21,900 Mediclinic International Plc (11,528) (0.00)

263,886 Tokyo Tatemono Company Limited (297,813) (0.03) 337,182 Old Mutual Limited (119,621) (0.01)(152,499) Tokyo TOPIX Pharmaceutical Index (33,404) (0.00) (131,149) (0.01)286,585 Toshiba Machine Company Limited (406,473) (0.04)(123,414) Toyo Seikan Group Holdings Limited (91,609) (0.01) South Korea105,800 Toyota Motor Corporation (161,250) (0.01) 6,182 Hotel Shilla Company Limited (26,739) (0.00)238,324 Ube Industries Limited (653,342) (0.06) 2,324 Korea Zinc Company Limited (146,073) (0.02)148,829 Yamaha Motor Company Limited (887,520) (0.08) (172,812) (0.02)

(49) Yamato Holdings Company Limited (118) (0.00)(83,245) Yamazaki Baking Company Limited (133,130) (0.01) Spain

(21,127,835) (1.88) (48,276) Abertis Infraestructuras SA (526) (0.00)(37,752) Acciona SA (67,372) (0.01)

Jersey Channel Islands 136,660 ACS Actividades de Construccion y Servicios SA_GS (45,136) (0.00)810,014 Centamin Plc (69,848) (0.01) (51) ACS Actividades de Construccion y Servicios SA_GS (45) (0.00)

91,451 Phoenix Group Holdings (101,399) (0.01) (285) Amadeus IT Group SA (1,312) (0.00)289 Randgold Resources Limited (268) (0.00) 47,165 Banco Bilbao Vizcaya Argentaria SA (2,790) (0.00)

(171,515) (0.02) 10,150 Banco de Sabadell SA (343) (0.00)231,937 Banco Santander SA (44,035) (0.00)

Luxembourg 163,454 Cellnex Telecom SA (130,240) (0.01)130,233 ArcelorMittal (357,611) (0.03) 27,337 Distribuidora Internacional de Alimentacion SA (25,786) (0.00)163,568 Nexa Resources SA (667,735) (0.06) (794,434) Enagas SA (1,700,004) (0.16)

8,194 RTL Group SA (68,341) (0.01) 462,399 Endesa SA (261,993) (0.02)(3,227) Tenaris SA (1,276) (0.00) 427,039 Ferrovial SA (38,456) (0.00)

(1,094,963) (0.10) (663,531) Gas Natural SDG SA (1,627,570) (0.15)(23) Grifols SA (48) (0.00)

Macau 1,213,223 Iberdrola SA (28,017) (0.00)(155,104) Wynn Macau Limited (13,608) (0.00) (28,107) Inmobiliaria Colonial Socimi SA (3,351) (0.00)

38,046 Mapfre SA (4,170) (0.00)Mexico 50,274 Melia Hotels International SA (2,175) (0.00)

537 Fresnillo Plc (776) (0.00) 14 Merlin Properties Socimi SA (2) (0.00)(652,779) Red Electrica Corporation SA (434,612) (0.04)

Netherlands (6,934) Tecnicas Reunidas SA (17,055) (0.00)198,079 Aalberts Industries NV (223,779) (0.02) 17,929 Telefonica SA (4,611) (0.00)

252 ABN AMRO Group NV (861) (0.00) (4,439,649) (0.39)3 Adyen NV (30) (0.00)

130



Nominal Description € Assets Nominal Description € AssetsContracts for difference (continued) Contracts for difference (continued)Sweden Switzerland (continued)

(4,454) Alimak Group AB (1,767) (0.00) (252) Temenos AG (5,622) (0.00)(392,795) Arjo AB (157,025) (0.01) 5,708 The Swatch Group AG (68,712) (0.01)(491,877) Assa Abloy AB (71,123) (0.01) (130,762) Transocean Limited (299,055) (0.04)

15,921 Autoliv Inc (128,608) (0.01) 81,917 UBS Group AG (25,685) (0.00)457 BillerudKorsnas AB (195) (0.00) 4,986 VAT Group AG (50,065) (0.00)

(5,350) Castellum AB (227) (0.00) (221,659) Weatherford International Plc (58,807) (0.01)36,219 Com Hem Holding AB (20,887) (0.00) 103 Zurich Insurance Group AG (1,804) (0.00)(19,233) Dometic Group AB (11,684) (0.00) (3,029,763) (0.27)21,821 Electrolux AB (25,098) (0.00)(25,937) Elekta AB (36,849) (0.00) Taiwan

(333,606) Epiroc AB (251,326) (0.02) (159,111) Cub Elecparts Inc (30,602) (0.00)275 Essity AB (116) (0.00)

(15,722) Fabege AB (1,616) (0.00) Turkey(19) Fastighets AB Balder (23) (0.00) 4,698,650 Enerjisa Enerji AS (491,060) (0.04)

333,277 Ferronordic Machines AB (300,095) (0.03)56,339 Getinge AB (62,690) (0.01) United Arab Emirates(96,076) Granges AB (176,914) (0.02) (25,347) NMC Health Plc (16,081) (0.00)

361,813 Haldex AB (70,956) (0.01) 110,174 Shelf Drilling Limited (18,524) (0.00)16,512 Hansa Medical AB (173) (0.00) (34,605) (0.00)30,499 Hemfosa Fastigheter AB (9,656) (0.00)35,391 Hennes & Mauritz AB (67,179) (0.01) United Kingdom(54,391) Hexagon AB (42,327) (0.00) 42,932 3i Group Plc (34,683) (0.00)

518,663 Husqvarna AB (38,011) (0.00) (133,721) AA Plc (56,629) (0.01)(110,782) ICA Gruppen AB (32,714) (0.00) 24,257 Aggreko Plc (18,870) (0.00)

13,421 Intrum AB (14,446) (0.00) 70,490 Alfa Financial Software Holdings Plc (237,926) (0.02)25,708 Investor AB (31,205) (0.00) (1,115) Aptiv Plc (4,103) (0.00)32,848 JM AB (90,363) (0.01) (38,252) Ashtead Group Plc (30,237) (0.00)

5 Kinnevik AB (5) (0.00) 28,346 ASOS Plc (142,689) (0.01)(23,580) Lundin Petroleum AB (10,130) (0.00) 133,621 Associated British Foods Plc (8,434) (0.00)(21,840) Nibe Industrier AB (6,683) (0.00) (979,866) Auto Trader Group Plc (533,273) (0.05)

134,248 Nordea Bank AB (144,086) (0.01) 14,329 AVEVA Group Plc (26,007) (0.00)8,170 OMX Stockholm 30 Index (46,173) (0.00) 1,724,146 B&M European Value Retail SA (100,935) (0.01)

(77,049) Sandvik AB (46,420) (0.00) 163,773 Babcock International Group Plc (66,504) (0.01)144,481 Skandinaviska Enskilda Banken AB (67,826) (0.01) (186,748) BAE Systems Plc (111,889) (0.01)

1,549 Skanska AB (932) (0.00) (899,305) Bakkavor Group Plc (63,696) (0.01)182,093 SKF AB (76,322) (0.01) 215,488 Barclays Plc (35,201) (0.00)404,050 SSAB AB_GS (228,620) (0.02) 77,274 Barratt Developments Plc (21,929) (0.00)

1,076,531 SSAB AB_GS (330,629) (0.03) 69,181 Beazley Plc (25,055) (0.00)88,095 Svenska Cellulosa AB SCA (20,731) (0.00) 155,153 Bellway Plc (258,286) (0.02)

107,905 Svenska Handelsbanken AB (110,582) (0.01) 103 Berkeley Group Holdings Plc (79) (0.00)(2,170) Swedish Match AB (4,195) (0.00) 441,222 BP Plc (9,407) (0.00)

(71,560) Swedish Orphan Biovitrum AB (114,317) (0.01) 25,283 British American Tobacco Plc (94,185) (0.01)(332,689) Telefonaktiebolaget LM Ericsson (395,188) (0.05) (73,179) Britvic Plc (34,178) (0.00)

6,785 Telia Company AB (624) (0.00) 89 BTG Plc (137) (0.00)69,429 Trelleborg AB (97,607) (0.01) (34,472) Bunzl Plc (14,917) (0.00)15,921 Veoneer Inc (34,093) (0.00) (205,690) Burberry Group Plc (220,373) (0.02)

510,062 Volvo AB (352,838) (0.03) 218,704 Capita Plc (2,257) (0.00) (3,731,274) (0.33) (1,611,206) Cobham Plc (109,303) (0.01)

(1,065,912) Compass Group Plc (760,825) (0.08)Switzerland 2,243,209 ConvaTec Group Plc (401,687) (0.04)

115,064 ABB Limited (133,632) (0.01) (15,855) Croda International Plc (48,547) (0.00)999 Adecco Group AG (1,592) (0.00) (11,895) CYBG Plc (2,231) (0.00)

28,928 Aryzta AG (4,009) (0.00) (319,715) Daily Mail & General Trust Plc (171,256) (0.02)2,562 Cie Financiere Richemont SA (17,160) (0.00) 121,037 Direct Line Insurance Group Plc (16,698) (0.00)

257,144 Coca-Cola HBC AG (147,472) (0.01) 433,873 Dixons Carphone Plc (47,169) (0.00)75 Credit Suisse Group AG (94) (0.00) 269,857 DS Smith Plc (47,702) (0.00)

(4,426) EMS-Chemie Holding AG (81,539) (0.01) 294,873 easyJet Plc (229,082) (0.02)1,709 Flughafen Zurich AG (17,438) (0.00) (52,135) Electrocomponents Plc (80,692) (0.01)3,533 Geberit AG (22,991) (0.00) (49,672) EMIS Group Plc (66,702) (0.01)

(168) Givaudan SA (1,137) (0.00) (21,617) Ensco Plc (11,113) (0.00)6,368,039 Glencore Plc (1,173,668) (0.11) 647,087 Equiniti Group Plc (320,959) (0.03)

(152,942) IWG Plc (114,330) (0.01) (120,148) Essentra Plc (44,603) (0.00)10,965 Klingelnberg AG (28,861) (0.00) (4,945) Fiat Chrysler Automobiles NV (1,280) (0.00)

19 Kuehne + Nagel International AG (38) (0.00) (1,617) FTSE 250 Index (1,765,736) (0.16)(1,545) Logitech International SA (9,597) (0.00) 461,496 G4S Plc (70,351) (0.01)(1,899) Lonza Group AG (26,266) (0.00) 189,295 Great Portland Estates Plc (15,795) (0.00)(2,655) MSBPGLPP (39,194) (0.00) (73,570) Greene King Plc (68,243) (0.01)(1,001) Nestle SA (2,293) (0.00) 6,920,608 GVC Holdings Plc CVR (467,197) (0.04)(6,031) Panalpina Welttransport Holding AG (50,501) (0.00) (48,281) Halma Plc (60,788) (0.01)

(327) Partners Group Holding AG (3,899) (0.00) 89,411 Hammerson Plc (12,942) (0.00)121 Roche Holding AG (212) (0.00) (56,518) Hargreaves Lansdown Plc (121,156) (0.01)

(1,759) Schindler Holding AG (11,773) (0.00) (5) Hikma Pharmaceuticals Plc (10) (0.00)(4,443) Sika AG (45,979) (0.00) (45,415) Howden Joinery Group Plc (4,243) (0.00)

(10,225) Sonova Holding AG (109,229) (0.01) (330,385) HSBC Holdings Plc (2,188) (0.00)(4,683) STMicroelectronics NV (1,658) (0.00) (169,020) Hunting Plc (1,474) (0.00)

(967) Straumann Holding AG (49,159) (0.00) (26,548) IG Group Holdings Plc (1,625) (0.00)14,497 Sunrise Communications Group AG (74,910) (0.01) (71,363) IMI Plc (4,508) (0.00)

1,003 Swiss Market Index (231,609) (0.03) 261,835 Inmarsat Plc (84,419) (0.01)15,036 Swiss Re AG (118,419) (0.01) (191) InterContinental Hotels Group Plc (138) (0.00)

79 Swisscom AG (1,354) (0.00) (9,018) Intermediate Capital Group Plc (33,601) (0.00)

131



Nominal Description € Assets Nominal Description € AssetsContracts for difference (continued) Contracts for difference (continued)United Kingdom (continued) United States (continued)

(100,541) International Consolidated Airlines Group SA (5,670) (0.00) (3,024) Advanced Micro Devices Inc (9,448) (0.00)(50) Intertek Group Plc (103,904) (0.01) (70,999) AES Corporation/VA (41,998) (0.00)

6,711 Intu Properties Plc (1,122) (0.00) (728) Aetna Inc (3,286) (0.00)47,478 Investec Plc (15,761) (0.00) 376,390 AK Steel Holding Corporation (79,828) (0.01)(87,391) J D Wetherspoon Plc (61,054) (0.01) (25,676) Alarm.com Holdings Inc (39,586) (0.00)

(1,178,944) J Sainsbury Plc (742,159) (0.07) 31,039 Alcoa Corporation (75,625) (0.01)267,830 John Wood Group Plc (72,831) (0.01) (989) Alliance Data Systems Corporation (21,078) (0.00)166,536 Johnson Matthey Plc (327,976) (0.03) (2,217) Alliant Energy Corporation (2,829) (0.00)(378,476) Johnson Service Group Plc (1,234) (0.00) (789) Alphabet Inc (63,721) (0.01)

40,786 Jupiter Fund Management Plc (9,899) (0.00) 162,343 Altice USA Inc (58,173) (0.01)(86,044) Just Eat Plc (43,815) (0.00) (61) Amazon.com Inc (12,484) (0.00)

182,053 Just Group Plc (16,646) (0.00) (1,559) American Tower Corporation (9,365) (0.00)284,830 KAZ Minerals Plc (206,970) (0.02) (10,513) Amgen Inc (3,733) (0.00)(229,170) Kingfisher Plc (4,084) (0.00) (2,954) Anadarko Petroleum Corporation (40,568) (0.00)

76,383 Lancashire Holdings Limited (5,431) (0.00) (2,529) Andeavor (43,203) (0.00)(37,235) Land Securities Group Plc (3,716) (0.00) (119,456) Antero Resources Corporation (253,563) (0.03)

200,276 Legal & General Group Plc (5,653) (0.00) (11,741) Apache Corporation (52,666) (0.00)(2,776,227) Marks & Spencer Group Plc (342,772) (0.03) (462) Apergy Corporation (2,306) (0.00)

(127,667) Meggitt Plc (86,671) (0.01) 40,405 Applied Materials Inc (187,328) (0.03)8,757,259 Melrose Industries Plc (2,064,817) (0.19) (688) Arch Coal Inc (177) (0.00)

(989) Michael Kors Holdings Limited (2,655) (0.00) (89,822) Atlas Air Worldwide Holdings Inc (362,832) (0.04)132,759 Micro Focus International Plc (52,051) (0.00) (173) AutoZone Inc (8,759) (0.00)(30,383) Mitchells & Butlers Plc (1,590) (0.00) (8,248) Baker Hughes a GE Company (29,078) (0.00)(48,043) MSGLGUKT (25,419) (0.00) (13,305) Bank of Hawaii Corporation (7,538) (0.00)

(548,914) National Grid Plc (21,105) (0.00) (7,712) Beacon Roofing Supply Inc (2,621) (0.00)(177,644) Noble Corporation plc (332,868) (0.03) (1,612) Becton Dickinson and Company (18,864) (0.00)

96,881 Ocado Group Plc (39,972) (0.00) (25,901) Big Lots Inc (11,401) (0.00)(1,609,585) Pearson Plc (1,127,497) (0.10) 3,804 Broadcom Inc (54,258) (0.00)

15,470 Persimmon Plc (29,676) (0.00) (61,213) Brown & Brown Inc (31,785) (0.00)(258,650) Primary Health Properties Plc (13,454) (0.00) 26,180 C&J Energy Services Inc (100,560) (0.01)

229 Provident Financial Plc (116) (0.00) (1,034) Cable One Inc (64,135) (0.01)173,102 Prudential Plc (266,116) (0.02) (7,163) Cabot Oil & Gas Corporation (6,504) (0.00)

50,815 Renishaw Plc (57,388) (0.01) (131) Cadence Design Systems Inc (599) (0.00)(1,657,532) Rentokil Initial Plc (159,281) (0.01) (8,970) Cantel Medical Corporation (2,404) (0.00)

(29,522) Rio Tinto Limited (138,243) (0.01) (15,568) CarMax Inc (74,663) (0.01)(343,048) Rio Tinto Plc (117,591) (0.01) 20,839 Carnival Plc (96,369) (0.01)

(289) Rolls-Royce Holdings Plc_GS (471) (0.00) (11,387) Carter's Inc (70,768) (0.01)(50,454,659) Rolls-Royce Holdings Plc_MS (57,053) (0.01) (8,432) CBS Corporation (40,936) (0.00)

(198,618) Rotork Plc (67,380) (0.01) (457) Centene Corporation (6,161) (0.00)289 Royal Mail Plc (210) (0.00) (5,329) CenterPoint Energy Inc (10,218) (0.00)

(8,341) Russell UK MID 150 Index (522,301) (0.05) (5,110) CF Industries Holdings Inc (23,255) (0.00)6,137 Saga Plc (497) (0.00) (3,733) Chevron Corporation (10,115) (0.00)

34,016 Schroders Plc (61,291) (0.01) (224) Chipotle Mexican Grill Inc (16,001) (0.00)(853,141) Serco Group Plc (49,913) (0.00) (1,596) Cimarex Energy Company (20,456) (0.00)(501,870) Severn Trent Plc (716,891) (0.07) (21,548) CME Group Inc (35,084) (0.00)543,257 Smart Metering Systems Plc (100,007) (0.01) (16,154) Colgate-Palmolive Company (33,106) (0.00)(59,235) Smith & Nephew Plc (2,675) (0.00) 33,396 Comcast Corporation (94,048) (0.01)63,524 Smiths Group Plc (50,109) (0.00) (108,385) Commerce Bancshares Inc/MO (181,495) (0.03)51,743 Spectris Plc (70,463) (0.01) (6,331) Concho Resources Inc (56,516) (0.01)(2,567) Spirax-Sarco Engineering Plc (3,586) (0.00) (3,463) ConocoPhillips (42,068) (0.00)

(692,625) SSE Plc (18,815) (0.00) (16,307) Consumer Staples Select Sector SPDR Fund (25,694) (0.00)(86,537) SSP Group Plc (13,666) (0.00) (1,190) Crown Castle International Corporation (4,460) (0.00)

126,245 Standard Chartered Plc (50,947) (0.00) (889) Darden Restaurants Inc (11,707) (0.00)271,934 Standard Life Aberdeen Plc (118,334) (0.01) (2,114) DaVita Inc (10,423) (0.00)

(387) Subsea 7 SA (658) (0.00) (3,005) Deere & Company (2,963) (0.00)1,268,250 Taylor Wimpey Plc (91,644) (0.01) (7,243) Devon Energy Corporation (52,350) (0.00)

(22,384) TechnipFMC Plc_GS (14,813) (0.00) (203,304) Diamond Offshore Drilling Inc (801,313) (0.08)(76,630) TechnipFMC Plc_GS (255,204) (0.02) (1,323) Digital Realty Trust Inc (3,064) (0.00)

(8,096) Tesco Plc (1,706) (0.00) (7,947) Discovery Inc (21,731) (0.00)25,049 The British Land Company Plc (4,495) (0.00) (43,842) DISH Network Corporation (41,502) (0.00)

117,305 The Weir Group Plc (114,454) (0.01) (4,811) Dollar General Corporation (6,522) (0.00)4,545 TP ICAP Plc (300) (0.00) (12,230) Dominion Energy Inc (34,934) (0.00)

(298,799) Travis Perkins Plc (562,864) (0.05) 9,504 DowDuPont Inc (54,207) (0.00)(216,893) Unilever NV (384,807) (0.03) (2,343) Dr Pepper Snapple Group Inc (5,354) (0.00)

(62,154) Unilever Plc (38,691) (0.00) (18,190) Duke Energy Corporation (16,278) (0.00)(107,233) Victrex Plc (404,303) (0.04) (10,355) Dunkin' Brands Group Inc (34,833) (0.00)

(11,652) Vodafone Group Plc (11,123) (0.00) (120,028) Echo Global Logistics Inc (32,867) (0.00)103 Whitbread Plc (344) (0.00) (93) Electronic Arts Inc (1,391) (0.00)

223,893 William Hill Plc (39,900) (0.00) (6,181) Eli Lilly & Company (42,972) (0.00)(3,654) Wm Morrison Supermarkets Plc (240) (0.00) (16,636) Energy Select Sector SPDR Fund (29,168) (0.00)

252,611 WPP Plc (76,891) (0.01) (3,885) Envision Healthcare Corporation (20,939) (0.00) (17,640,395) (1.57) (5,815) EOG Resources Inc (31,036) (0.00)

(364) EQT Corporation (2,157) (0.00)United States (807) Equinix Inc (5,095) (0.00)

58,214 12M Momentum Short (43,719) (0.00) (61,721) Exelixis Inc (26,677) (0.00)(2,719) 3M Company (3,858) (0.00) (1,813) Express Scripts Holding Company (2,281) (0.00)

(849) AbbVie Inc (486) (0.00) (3,761) Exxon Mobil Corporation (13,551) (0.00)(166,675) Accuray Inc (13,524) (0.00) (1,181) Facebook Inc (31,416) (0.00)

(18,472) Activision Blizzard Inc (55,895) (0.00) (683) FactSet Research Systems Inc (11,487) (0.00)(541) Adobe Systems Inc (11,569) (0.00) (89,354) First Financial Bankshares Inc (252,499) (0.03)

132



Nominal Description € Assets Nominal Description € AssetsContracts for difference (continued) Contracts for difference (continued)United States (continued) United States (continued)

(14,136) FirstEnergy Corporation (19,542) (0.00) (135) O'Reilly Automotive Inc (4,871) (0.00)(364) Fiserv Inc (865) (0.00) 115,176 Patterson-UTI Energy Inc (244,511) (0.03)

(28,297) Floor & Decor Holdings Inc (33,390) (0.00) (2,417) PayPal Holdings Inc (13,685) (0.00)(17,040) FMC Corporation (33,163) (0.00) (13,627) Performance Food Group Company (20,331) (0.00)

(8,878) Foot Locker Inc (81,042) (0.01) (603) Philip Morris International Inc (44) (0.00)(35,793) Ford Motor Company (811) (0.00) (4,886) Phillips 66 (11,814) (0.00)

(9,846) Freeport-McMoRan Inc (10,436) (0.00) 61,644 Plains All American Pipeline LP (736) (0.00)(18,295) GATX Corporation (29,337) (0.00) (13,357) PPL Corporation (8,412) (0.00)(12,334) General Motors Company (13,571) (0.00) (2,562) Praxair Inc (23,015) (0.00)(61,091) Genesee & Wyoming Inc (201,744) (0.03) (25,377) ProPetro Holding Corporation (10,351) (0.00)

(1,280) Genuine Parts Company (3,247) (0.00) (205) Qorvo Inc (1,579) (0.00)(6,820) Glaukos Corporation (441) (0.00) (1,162) Quanta Services Inc (408) (0.00)

99,431 Halliburton Company (301,797) (0.04) (107,826) Quintana Energy Services Inc (43,752) (0.00)(10,864) Hanesbrands Inc (32,368) (0.00) (2,921) Ralph Lauren Corporation (42,145) (0.00)

(1,400) Hasbro Inc (6,737) (0.00) (6,902) Range Resources Corporation (4,373) (0.00)(1,932) HB Fuller Company (6,133) (0.00) (19,102) RLI Corporation (23,529) (0.00)(4,389) HCA Healthcare Inc (18,851) (0.00) (840) Rockwell Collins Inc (1,041) (0.00)

(18,828) HCP Inc (54,925) (0.00) (11,524) Ross Stores Inc (66,267) (0.01)(3,618) Healthcare Realty Trust Inc (6,460) (0.00) (103) salesforce.com Inc (767) (0.00)(1,581) HEICO Corporation (459) (0.00) (247) SBA Communications Corporation (171) (0.00)

(32,424) Helmerich & Payne Inc (3,522) (0.00) (7,895) SCANA Corporation (18,374) (0.00)(1,289) Henry Schein Inc (3,287) (0.00) 33,735 Schlumberger Limited (252,541) (0.03)

(369) Hess Corporation (4,614) (0.00) (1,927) Simon Property Group Inc (34,021) (0.00)(5,287) Hilton Worldwide Holdings Inc (13,804) (0.00) (10,727) Sinclair Broadcast Group Inc (21,478) (0.00)(3,001) Hormel Foods Corporation (2,874) (0.00) (52,106) Sleep Number Corporation (24,731) (0.00)

(45,931) Hospitality Properties Trust (566) (0.00) (78,946) Snap Inc (4,005) (0.00)(43,214) Invesco QQQ Trust Series 1 (296,091) (0.04) (7,897) SPDR Dow Jones Industrial Average Trust (366) (0.00)

(9,625) Iron Mountain Inc (3,902) (0.00) (4,339) SPDR S&P 500 Trust (13,914) (0.00)(35,480) iShares Russell 2000 (401,047) (0.05) (7,211) SPDR S&P Homebuilders (1,498) (0.00)

(1,772) iShares U.S. Real Estate (3,085) (0.00) (30,930) SPDR S&P Retail (101,488) (0.01)16,017 JPGLVALU (109,083) (0.02) (93,787) Sprouts Farmers Market Inc (62,378) (0.01)(40,736) Juniper Networks Inc (15,683) (0.00) (1,756) Stericycle Inc (6,205) (0.00)(43,755) K2M Group Holdings Inc (7,907) (0.00) (11,426) Sysco Corporation (44,494) (0.00)(12,227) Kellogg Company (98,522) (0.01) (10,947) Take-Two Interactive Software Inc (39,296) (0.00)(21,500) Kemper Corporation (9,820) (0.00) (26,415) Tallgrass Energy Partners LP (97,864) (0.01)(29,600) Kinder Morgan Inc/DE (33,584) (0.00) (7,396) Target Corporation (32,342) (0.00)(48,660) Kinsale Capital Group Inc (240,158) (0.03) (20,780) Technology Select Sector Fund (101,295) (0.01)

(4,438) Kohl's Corporation (45,875) (0.00) (17,597) Tesla Inc (513,819) (0.06)(8,951) L Brands Inc (14,293) (0.00) 5,243 The Blackstone Group LP (8,437) (0.00)

19 Lam Research Corporation (192) (0.00) (1,987) The Boeing Company (24,458) (0.00)(51,079) Landstar System Inc (16,719) (0.00) (9,025) The Brink's Company (40,208) (0.00)(62,059) Leggett & Platt Inc (154,271) (0.02) (5,424) The Clorox Company (86,251) (0.01)

(2,737) Lennar Corporation (1,111) (0.00) (6,058) The Cooper Companies Inc (25,820) (0.00)(54,614) Liberty Oilfield Services Inc (46,619) (0.00) (11,382) The Gap Inc (27,269) (0.00)

(3,790) Lions Gate Entertainment Corporation_CS (3,442) (0.00) (1,974) The Greenbrier Companies Inc (7,150) (0.00)(19,154) Lions Gate Entertainment Corporation_MS (4,201) (0.00) (3,086) The Hershey Company (1,068) (0.00)

(540) Littelfuse Inc (866) (0.00) (13,428) The Home Depot Inc (59,920) (0.01)(5,749) LyondellBasell Industries NV (27,853) (0.00) (3,615) The Kraft Heinz Company (16,205) (0.00)(6,739) Macy's Inc (35,764) (0.00) (57,902) The Kroger Company (102,213) (0.01)

(84,764) Mammoth Energy Services Inc (100,417) (0.01) (3,557) The Middleby Corporation (12,576) (0.00)(5,759) Marathon Oil Corporation (21,144) (0.00) (2,282) The Mosaic Company (3,364) (0.00)

(785) Martin Marietta Materials Inc (4,244) (0.00) (3,612) The Procter & Gamble Company (4,344) (0.00)(3,164) Masco Corporation (2,937) (0.00) (378) The Sherwin-Williams Company (11,741) (0.00)

(68,838) Mattel Inc (86,572) (0.01) (44,965) The Southern Company (38,887) (0.00)(1,612) McCormick & Company Inc/MD (14,211) (0.00) (12,174) The TJX Companies Inc (121,386) (0.01)

110,126 Media General Inc (8,956) (0.00) 9,292 The Travelers Companies Inc (133,968) (0.02)(3,022) Microchip Technology Inc (403) (0.00) (4,533) The Walt Disney Company (20,181) (0.00)(3,775) Micron Technology Inc (998) (0.00) (193,250) The Western Union Company (60,195) (0.01)(9,685) Mohawk Industries Inc (64,456) (0.01) (14,392) The Williams Companies Inc (16,665) (0.00)

(11,880) Monster Beverage Corporation (9,972) (0.00) (1,475) Tiffany & Company (36,344) (0.00)27,721 Most Short (30,984) (0.00) (5,456) Tractor Supply Company (69,626) (0.01)(1,123) Motorola Solutions Inc (6,069) (0.00) (2,967) TransDigm Group Inc (48,348) (0.00)

(513) MSCI Inc (6,757) (0.00) 46,629 Tribune Media Company (77,222) (0.01)(29,798) National Vision Holdings Inc (87,134) (0.01) (15,974) TripAdvisor Inc (45,795) (0.00)(17,225) Navistar International Corporation (30,799) (0.00) (6,650) Twenty-First Century Fox Inc (71,415) (0.01)

(4,030) Netflix Inc (107,640) (0.02) (3,654) Under Armour Inc (15,118) (0.00)(5,253) Nevro Corporation (2,175) (0.00) (1,507) United Continental Holdings Inc (525) (0.00)(7,317) Newfield Exploration Company (33,608) (0.00) (9,110) United Technologies Corporation (25,725) (0.00)

(17,805) Nielsen Holdings Plc (3,611) (0.00) (124,882) Valero Energy Corporation (676,951) (0.07)(2,473) NIKE Inc (25,637) (0.00) (7,715) Valvoline Inc (4,071) (0.00)(3,881) NiSource Inc (9,832) (0.00) (28,641) VanEck Vectors Semiconductor (13,749) (0.00)(4,867) Noble Energy Inc (20,582) (0.00) (4,840) Ventas Inc (36,849) (0.00)(4,153) Nordstrom Inc (12,272) (0.00) (24,091) Verizon Communications Inc (30,966) (0.00)(1,269) NRG Energy Inc (3,719) (0.00) (1,591) VF Corporation (4,131) (0.00)

(14,256) Nucor Corporation (11,614) (0.00) (1,008) Visa Inc (10,105) (0.00)(378) NVIDIA Corporation (1,740) (0.00) (82,152) VMware Inc (1,984,438) (0.19)

(5,021) Occidental Petroleum Corporation (25,527) (0.00) (413) Vornado Realty Trust (2,922) (0.00)(98,121) Oceaneering International Inc (381,219) (0.04) (776) Vulcan Materials Company (6,346) (0.00)(24,489) Omnicom Group Inc (64,538) (0.01) 46,836 Warrior Met Coal Inc (48,819) (0.00)(15,977) ONEOK Inc (29,068) (0.00) (7,224) Waters Corporation (2,266) (0.00)

133



Nominal Description € Assets Nominal Description € AssetsContracts for difference (continued) Option contracts (continued)United States (continued) Sweden

(16,273) Wayfair Inc (256,502) (0.03) (3,344) Put on 142.5 VOLVB SS 20 July 2018 (114,456) (0.01)(9,047) Wells Fargo & Company (22,701) (0.00) (3,895) Put on 145 SAND SS 20 July 2018 (49,410) (0.00)(2,948) Welltower Inc (27,855) (0.00) (2,995) Put on 155 SKFB SS 20 July 2018 (40,144) (0.00)

(13,027) Wingstop Inc (1,134) (0.00) (7,059) Put on 38 SSABA SS 20 July 2018 (33,792) (0.00)(9,804) Worldpay Inc_CS (51,138) (0.00) (237,802) (0.01)(1,499) Worldpay Inc_CS (1,716) (0.00)

(24,682) WW Grainger Inc (42,664) (0.00) Switzerland(1,115) Wynn Resorts Limited (3,887) (0.00) (1,227) Put on 3.6 BLN LN 20 July 2018 (174,302) (0.02)

(14,269,938) (1.27)United Kingdom

Total contracts for difference (98,888,632) (8.78) (196) Put on 16 AAL LN 20 July 2018 (57,625) (0.00)(252) Put on 16.2 AAL LN 20 July 2018 (91,187) (0.01)

Futures contracts (470) Put on 30 LBTYA US 20 July 2018 (107,884) (0.01)Canada (256,696) (0.02)

1,421 E.ON SE December 2020 - (0.00)(9) S&P/TSX 60 Index Futures September 2018 (9,751) (0.00) United States

(9,751) (0.00) (756) Put on 17 JBLU US 21 September 2018 (19,425) (0.00)(757) Put on 80 KEX US 21 September 2018 (173,438) (0.02)

France (1,469) Put on 90 SMH US 17 August 2018 (101,913) (0.01)118 CAC40 10 Euro Index Futures July 2018 (113,145) (0.01) (294,776) (0.03)

Germany(32) DAX Mini Index Futures September 2018 (720) (0.00)

Total option contracts (36,241,335) (3.22)

Hong KongRights

(110) Mini HSI Index Futures July 2018 (4,698) (0.00)Italy

214,835 Intesa Sanpaolo SpA - (0.00)

United States22 Russell 2000 E-mini Index Futures September 2018 (32,660) (0.00) Total rights - (0.00)

Total futures contracts (160,974) (0.01) Warrants

United States

Option contracts

18,416 CVSL Inc - (0.00)

Australia

158 Scynexis Inc - (0.00)

(201) Put on 15.5 BLT LN 20 July 2018 (15,910) (0.00)

- (0.00)

Chile

Total warrants - (0.00)

(303) Put on 10 ANTO LN 20 July 2018 (110,498) (0.01)(168) Put on 9 ANTO LN 17 August 2018 (25,646) (0.00)(159) Put on 9.6 ANTO LN 20 July 2018 (26,520) (0.00)

(162,664) (0.01)

China(3,114) Call on 100 2318 HK 28 December 2018 (10,199) (0.00)

(378) Put on 75 2318 HK 30 July 2018 (73,248) (0.01) (83,447) (0.01)

Germany(622) Put on 95 SX5E 21 December 2018 (68,420) (0.01)

Hong Kong(4,543,474) Call on 60 2318 HK 27 November 2020 (7,903,894) (0.71)(4,543,474) Call on 60 2318 HK 29 October 2020 (7,769,438) (0.69)(4,543,474) Call on 60 2318 HK 30 December 2020 (8,054,571) (0.73)(1,135,872) Calls on 100 HK 28 December 2018 (27,016) (0.00)

(3,786) Calls on 105 HK 28 March 2019 (78,927) (0.01)(2,839,672) Put on 56 2318 HK 29 June 2021 (1,316,506) (0.12)(2,839,672) Put on 56 2318 HK 30 December 2018 (1,062,955) (0.09)(2,839,672) Put on 56 2318 HK 30 March 2021 (1,159,097) (0.10)

(1,892) Put on 80 2318 HK 27 September 2018_GS (917,371) (0.08)(1,135) Put on 80 2318 HK 27 September 2018_DB (550,326) (0.05)

(1,022,281) Put on 85 2318 HK 27 November 2020 (1,965,097) (0.17)(1,022,281) Put on 85 2318 HK 29 October 2020 (1,965,706) (0.17)(1,022,281) Put on 85 2318 HK 30 December 2020 (1,965,200) (0.17)

(34,736,104) (3.09)

Ireland12,050 Kenmare Resources Plc Wrts - (0.00)

Italy(666) Put on 2.4 ISP IM 21 September 2018 (77,323) (0.01)

Luxembourg(677) Put on 25 MT NA 21 September 2018 (54,837) (0.00)

Netherlands(710) Calls on 125 NXPI US 17 August 2018 (79,054) (0.01)

134


Forward currency contracts (note 4)**

Unrealised % ofloss Net

Amount Receivable Amount Payable Maturity Date Contracts € AssetsCHF21,693,943 €18,801,591 06 July 2018 6 (88,083) (0.01)€1,461,984 CAD2,254,823 12 July 2018 4 (5,095) (0.00) €145,715 CHF169,160 12 July 2018 1 (215) (0.00) €48,267,696 HKD447,129,945 12 July 2018 3 (507,480) (0.05)€494,431,597 US$584,279,282 12 July 2018 9 (5,528,817) (0.49)£31,386,463 €35,616,369 06 July 2018 4 (131,527) (0.01)£8,656,109 €9,829,183 12 July 2018 1 (44,463) (0.00) NOK8,274,817 €871,401 06 July 2018 1 (2,008) (0.00) SEK730,912,665 €70,494,438 06 July 2018 6 (514,683) (0.05)US$1,785,869 €1,540,781 06 July 2018 5 (11,934) (0.00)

Total unrealised loss on forward currency contracts (6,834,305) (0.61)





Net Assets Attributable to Holders of Redeemable Participating Shares 1,125,814,293 100.00

**The forward currency contracts are held with the Bank of New York Mellon and Morgan Stanley & Fund International Plc

Classification(a) Exchange traded derivative instruments(b) OTC financial derivative instruments#Transferable securities other than those listed on an official stock exchange or dealt on another regulated market*Transferable securities dealt on another regulater market


Analysis of Total Assets Assets Transferable securities listed on an official stock exchange 60.12Exchange traded financial derivative instruments described in classification (a) above 0.21

Transferable securities as described in # above 0.04OTC financial derivative instruments described in classification (b) above 10.19Other current assets 29.44

100.00


% of Total

135

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man AHL Multi Strategy AlternativeFinancial assets at fair value through profit or loss


Nominal Description US$ Assets Nominal Description US$ Assets

Contracts for difference (b) Contracts for difference (b) (continued)

Argentina Belgium(279) MercadoLibre Inc 1,772 0.00 132 Anheuser-Busch InBev SA/NV 280 0.00

(5,058) bpost SA 15,795 0.02Australia 836 Colruyt SA 1,601 0.00

1,816 Adelaide Brighton Limited 622 0.00 (2,782) Galapagos NV 751 0.002,655 AGL Energy Limited 2,374 0.00 (1,089) KBC Group NV 4,020 0.001,695 Altium Limited 902 0.00 (2,521) Proximus SADP 20,520 0.022,444 Amcor Limited 369 0.00 2,459 UCB SA 3,196 0.00(6,177) AMP Limited 1,727 0.00 46,163 0.044,557 Ansell Limited 6,736 0.01

217 APA Group 192 0.00 Bermuda960 Aristocrat Leisure Limited 4,767 0.00 (116) Aspen Insurance Holdings Limited 231 0.00550 ASX Limited 3,532 0.00 (84) Axis Capital Holdings Limited 72 0.00

(23,658) AusNet Services 351 0.00 627 Bank of NT Butterfield & Son Limited 2,793 0.00927 Australia & New Zealand Banking Group Limited 619 0.00 137 Essent Group Limited 264 0.00

1,154 Beach Energy Limited 368 0.00 86 Everest Re Group Limited 221 0.00(4,500) Bellamy's Australia Limited 9,805 0.01 523 Helen of Troy Limited 3,527 0.004,343 Bendigo & Adelaide Bank Limited 1,662 0.00 3,899 Kosmos Energy Limited 5,441 0.012,665 BHP Billiton Limited 7,743 0.01 670 Marvell Technology Group Limited 430 0.00

56 Blackmores Limited 361 0.00 (10,366) Nabors Industries Limited 3,204 0.003,415 BlueScope Steel Limited 5,873 0.01 (34) RenaissanceRe Holdings Limited 180 0.00(8,534) Boral Limited 4,039 0.00 911 Signet Jewelers Limited 13,643 0.011,890 Caltex Australia Limited 1,211 0.00 (2,842) Third Point Reinsurance Limited 3,186 0.005,118 carsales.com Limited 3,478 0.00 (2,603) Triton International Limited/Bermuda 5,782 0.01(4,495) Challenger Limited 722 0.00 38,974 0.038,943 Coca-Cola Amatil Limited 1,846 0.00

388 Cochlear Limited 4,848 0.00 Brazil18 Commonwealth Bank of Australia 28 0.00 (47) Cosan Limited 125 0.00

6,949 Computershare Limited 5,578 0.019,868 Crown Resorts Limited 3,231 0.00 Canada

196 CSL Limited 3,315 0.00 (10) Bank of Montreal 10 0.00133 Domino's Pizza Enterprises Limited 662 0.00 (12) Bank of Nova Scotia/The 7 0.00

22,061 Evolution Mining Limited 6,097 0.01 5,182 Cameco Corporation 3,072 0.001,653 Flight Centre Travel Group Limited 15,353 0.02 (288) Canadian Imperial Bank of Commerce 878 0.00

(29,323) G8 Education Limited 8,251 0.01 354 Canadian National Railway Company 896 0.003,626 Iluka Resources Limited 578 0.00 305 Canadian Natural Resources Limited 694 0.00

11,308 Incitec Pivot Limited 766 0.00 14 Canadian Pacific Railway Limited 15 0.003,738 Insurance Australia Group Limited 3,271 0.00 1,724 Cenovus Energy Inc 1,866 0.00(8,582) IOOF Holdings Limited 6,110 0.01 1,643 CGI Group Inc 10,424 0.01

829 LendLease Group 1,048 0.00 99 Cott Corporation 1 0.00(7,211) Link Administration Holdings Limited 1,055 0.00 (149) Crescent Point Energy Corporation 75 0.00

531 Macquarie Group Limited 8,771 0.01 1,540 Domtar Corporation 2,199 0.001,567 Newcrest Mining Limited 1,208 0.00 145 Enbridge Inc 678 0.006,847 Northern Star Resources Limited 5,247 0.01 2,851 Enerplus Corporation 5,638 0.015,656 Oil Search Limited 5,187 0.01 (156) Goldcorp Inc 32 0.00(3,238) Orica Limited 989 0.00 13,851 IAMGOLD Corporation 517 0.00

971 Orora Limited 209 0.00 (68) IMAX Corporation 27 0.007,260 OZ Minerals Limited 3,144 0.00 2,003 Imperial Oil Limited 4,814 0.00(4,062) Platinum Asset Management Limited 926 0.00 2,440 Kinross Gold Corporation 365 0.00

21,612 Qantas Airways Limited 12,249 0.01 7 Lululemon Athletica Inc 157 0.00(2,284) QBE Insurance Group Limited 119 0.00 860 Magna International Inc 4,617 0.00

(31,457) Qube Holdings Limited 1,120 0.00 (64) Manulife Financial Corporation 52 0.00806 REA Group Limited 4,440 0.00 916 Methanex Corporation 8,598 0.01

15,362 Regis Resources Limited 7,370 0.01 712 Open Text Corporation 151 0.005,412 Santos Limited 896 0.00 867 Pembina Pipeline Corporation 113 0.002,030 SEEK Limited 3,492 0.00 365 Restaurant Brands International Inc 931 0.001,882 Sirtex Medical Limited 4,917 0.00 (215) Shaw Communications Inc 35 0.004,015 Sonic Healthcare Limited 2,143 0.00 4 Shopify Inc 67 0.00

38,592 South32 Limited 3,874 0.00 (15) Sun Life Financial Inc 20 0.001,299 Spark Infrastructure Group 77 0.00 1,150 Suncor Energy Inc 6,634 0.01

24,693 St Barbara Limited 16,619 0.02 2,226 Teck Resources Limited 2,571 0.00(5,230) Star Entertainment Grp Limited 1,278 0.00 1,504 TELUS Corporation 68 0.008,590 Super Retail Group Limited 1,081 0.00 1,364 TransCanada Corporation 1,444 0.00

(12,603) Tabcorp Holdings Limited 989 0.00 938 Wheaton Precious Metals Corporation 740 0.00(12,544) Telstra Corporation Limited 6,230 0.01 58,406 0.04(22,996) TPG Telecom Limited 6,855 0.01(46,545) Vocus Group Limited 1,404 0.00 China

1,161 Wesfarmers Limited 5,158 0.01 (2,500) AAC Technologies Holdings Inc 3,546 0.0044 Westpac Banking Corporation 20 0.00 6,000 Agile Group Holdings Limited 347 0.00

19,948 Whitehaven Coal Limited 18,792 0.02 (2,000) Air China Limited 629 0.00275 Woodside Petroleum Limited 317 0.00 (106,000) Aluminum Corporation of China Limited 15,724 0.02

1,956 Woolworths Group Limited 4,297 0.00 1,500 Anhui Conch Cement Company Limited 672 0.00 248,908 0.22 4,000 ANTA Sports Products Limited 2,781 0.00

(33,500) BYD Electronic International Company Limited 11,390 0.01Austria (181,000) CGN Power Company Limited 1,182 0.00

(2,493) Ams AG 40,567 0.04 (70,000) China Cinda Asset Management Company Limited 3,696 0.00(1,796) ANDRITZ AG 1,032 0.00 (15,000) China Communications Construction Company Limited 1,834 0.00

(33) Erste Group Bank AG 87 0.00 4,500 China Conch Venture Holdings Limited 2,504 0.00(2,380) Raiffeisen Bank International AG 4,369 0.00 (8,000) China Eastern Airlines Corporation Limited 951 0.00

(11) voestalpine AG 6 0.00 (6,000) China Evergrande Group 1,844 0.00 46,061 0.04 (128,500) China Galaxy Securities Company Limited 14,063 0.01

136

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man AHL Multi Strategy Alternative (continued)Financial assets at fair value through profit or loss (continued)


Nominal Description US$ Assets Nominal Description US$ AssetsContracts for difference (b) (continued) Contracts for difference (b) (continued)

China (continued) France (continued)(95,000) China Huarong Asset Management Company Limited 5,125 0.01 104 Aeroports de Paris 1,647 0.00(24,800) China International Capital Corporation Limited 6,552 0.01 (21,786) Air France-KLM 39,529 0.04

(7,000) China Life Insurance Company Limited 3,019 0.00 305 Air Liquide SA 431 0.00(4,000) China Mengniu Dairy Company Limited 513 0.00 (760) Amundi SA 5,068 0.01(6,600) China Minsheng Banking Corporation Limited 404 0.00 549 Atos SE 3,118 0.00

(57,000) China Molybdenum Company Limited 8,285 0.01 (209) AXA SA 179 0.00(12,000) China National Building Material Company Limited 1,495 0.00 581 BioMerieux 5,010 0.01

(6,200) China Pacific Insurance Group Company Limited 4,216 0.00 (73) BNP Paribas SA 514 0.00(1,500) China Railway Construction Corporation Limited 186 0.00 (7,579) Bollore SA 3,493 0.00

(12,000) China Southern Airlines Company Limited 2,676 0.00 (2,382) Bouygues SA 14,993 0.02(38,000) China Telecom Corporation Limited 145 0.00 2,570 Bureau Veritas SA 4,621 0.00

(1,100) China Vanke Company Limited 541 0.00 831 Capgemini SE 9,268 0.01(134,000) China ZhengTong Auto Services Holdings Limited 14,303 0.01 (12,878) Carrefour SA 42,509 0.04

(28,000) CIFI Holdings Group Company Limited 4,098 0.00 (3,083) Casino Guichard Perrachon SA 11,262 0.01(18,500) CITIC Securities Company Limited 4,123 0.00 (436) Cie de Saint-Gobain 1,863 0.0045,000 CNOOC Limited 9,335 0.01 (4,700) Credit Agricole SA 8,542 0.01(6,000) Country Garden Holdings Company Limited 1,184 0.00 80 Dassault Aviation SA 16,414 0.02

(27,000) CRRC Corporation Limited 3,978 0.00 695 Dassault Systemes SE 5,819 0.012,000 ENN Energy Holdings Limited 1,168 0.00 464 Eiffage SA 355 0.00(1,500) Fosun International Limited 446 0.00 (5,916) Elis SA 3,668 0.00(9,000) Geely Automobile Holdings Limited 2,951 0.00 (96) Engie SA 62 0.00

(50,500) Great Wall Motor Company Limited 19,198 0.02 642 Essilor International Cie Generale d'Optique SA 1,617 0.00(24,000) Guangzhou Automobile Group Company Limited 8,625 0.01 (650) Eurazeo SA 1,343 0.00(22,800) Haitong Securities Company Limited 9,239 0.01 97 Eutelsat Communications SA 41 0.00(14,000) Huatai Securities Company Limited 5,300 0.01 89 Getlink 1 0.00

(9,000) Jiangxi Copper Company Limited 1,420 0.00 (1,804) Iliad SA 56,867 0.06(12,500) KWG Property Holding Limited 1,736 0.00 10 Ipsen SA 14 0.00(14,000) Minth Group Limited 6,060 0.01 48 Kering SA 843 0.00

(8,200) New China Life Insurance Company Limited 10,030 0.01 (3,186) Lagardere SCA 10,431 0.01(7,000) People's Insurance Company Group of China Limited 264 0.00 (875) Legrand SA 1,522 0.00(2,000) Ping An Insurance Group Company of China Limited 1,481 0.00 99 L'Oreal SA 334 0.00(9,000) Postal Savings Bank of China Company Limited 242 0.00 (3,465) Nexans SA 53,167 0.05

(44,500) Semiconductor Manufacturing International Corporation 15,383 0.02 (959) Orange SA 430 0.00(3,500) Shanghai Fosun Pharmaceutical Group Company Limited 1,333 0.00 390 Pernod Ricard SA 439 0.002,000 Shenzhou International Group Holdings Limited 3,212 0.00 3,125 Peugeot SA 5,557 0.01

(13,000) Sunac China Holdings Limited 5,210 0.01 (112) Remy Cointreau SA 1,832 0.0032,000 Tingyi Cayman Islands Holding Corporation 8,529 0.01 (1,563) Renault SA 22,161 0.0240,000 TravelSky Technology Limited 3,810 0.00 (189) Rexel SA 78 0.0071,000 Want Want China Holdings Limited 3,302 0.00 (438) Rubis SCA 2,414 0.00

6,000 Weichai Power Company Limited 1,439 0.00 235 Safran SA 2,662 0.00(2,000) Yanzhou Coal Mining Company Limited 234 0.00 3,236 Sanofi 10,002 0.01

(400) Zhuzhou CRRC Times Electric Company Limited 262 0.00 (102) Schneider Electric SE 24 0.00(6,000) Zijin Mining Group Company Limited 485 0.00 (2,211) Societe Generale SA 11,963 0.01

242,700 0.20 202 Sodexo SA 431 0.00(16,173) Suez 29,441 0.03

Denmark 121 Teleperformance 705 0.00(31) AP Moller - Maersk A/S 7,048 0.01 243 Thales SA 3,329 0.00

1,328 Carlsberg A/S 7,846 0.01 1,128 Ubisoft Entertainment SA 16,847 0.02808 Coloplast A/S 3,056 0.00 (1,040) Valeo SA 10,724 0.01(70) Danske Bank A/S 150 0.00 (3,303) Veolia Environnement SA 2,712 0.00

542 DSV A/S 2,855 0.00 (106) Vinci SA 71 0.00(691) FLSmidth & Company A/S 2,010 0.00 (2,181) Vivendi SA 2,947 0.00

(1,117) Genmab A/S 22,158 0.02 431,080 0.413,242 GN Store Nord A/S 39,670 0.042,043 H Lundbeck A/S 31,886 0.03 Germany(2,014) ISS A/S 3,807 0.00 (1,861) 1&1 Drillisch AG 27,698 0.03

108 Novozymes A/S 122 0.00 (1,605) Aareal Bank AG 2,750 0.00(92) Vestas Wind Systems A/S 80 0.00 (37) adidas AG 308 0.00

2,505 William Demant Holding A/S 13,727 0.01 (7,442) AIXTRON SE 17,600 0.02 134,415 0.12 (4) Allianz SE 19 0.00

(289) Axel Springer SE 1,772 0.00Faroe Islands (869) Bayerische Motoren Werke AG 7,772 0.01

91 Bakkafrost P/F 21 0.00 202 Beiersdorf AG 323 0.00(1,313) CECONOMY AG 1,933 0.00

Finland (8,980) Commerzbank AG 22,615 0.022,206 Amer Sports Oyj 8,951 0.01 (3,428) Daimler AG 48,849 0.053,164 Fortum OYJ 2,939 0.00 125 Delivery Hero AG 376 0.00(2,455) Huhtamaki OYJ 6,335 0.01 (24,079) Deutsche Bank AG 65,581 0.07

360 Kesko OYJ 976 0.00 513 Deutsche Boerse AG 5,873 0.01155 Kone OYJ 277 0.00 (195) Deutsche Lufthansa AG 109 0.00

1,262 Neste Oyj 11,206 0.01 (1,799) Deutsche Post AG 14,624 0.01(1,876) Nokian Renkaat OYJ 3,244 0.00 (1,949) Deutsche Telekom AG 1,076 0.005,488 Stora Enso OYJ 7,585 0.01 22 Deutsche Wohnen SE 13 0.003,971 UPM-Kymmene OYJ 18,241 0.02 (2,081) Duerr AG 11,949 0.01

(3,407) Wartsila OYJ Abp 2,877 0.00 (7,963) Evotec AG 7,405 0.0162,631 0.06 365 Fraport AG Frankfurt Airport Services Worldwide 708 0.00

(1,193) Freenet AG 2,421 0.00France 158 Fresenius Medical Care AG & Company KGaA 11 0.00

(818) Accor SA 1,766 0.00 583 Fresenius SE & Company KGaA 464 0.00

137

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man AHL Multi Strategy Alternative (continued)Financial assets at fair value through profit or loss (continued) Fair % of Fair % of

Value Net Value Net


Contracts for difference (b) (continued) Contracts for difference (b) (continued)Germany (continued) Israel

(377) GEA Group AG 1,512 0.00 68 CyberArk Software Limited 556 0.0068 Gerresheimer AG 346 0.00 571 Mellanox Technologies Limited 9,542 0.01

(810) HeidelbergCement AG 5,523 0.01 414 Orbotech Limited 5,207 0.01225 Henkel AG & Company KGaA 519 0.00 5,172 Plus500 Limited 32,646 0.03640 HOCHTIEF AG 5,499 0.01 (200) SodaStream International Limited 284 0.00

1,078 HUGO BOSS AG 4,786 0.00 (310) SolarEdge Technologies Inc 3,625 0.00(1,488) Infineon Technologies AG 2,203 0.00 681 Taro Pharmaceutical Industries Limited 2,341 0.00

225 Innogy SE 116 0.00 (1,732) Tower Semiconductor Limited 4,613 0.00(4,987) K+S AG 11,796 0.01 9 Wix.com Limited 125 0.00(1,675) KION Group AG 14,460 0.01 58,939 0.05

(169) LANXESS AG 188 0.00(1,690) Leoni AG 13,628 0.01 Italy

822 Merck KGaA 93 0.00 1,169 Atlantia SpA 838 0.00(6,390) METRO AG 14,264 0.01 (56,145) Banco BPM SpA 2,024 0.00

6 MorphoSys AG 14 0.00 (6,474) Brembo SpA 6,108 0.01(3,741) OSRAM Licht AG 79,689 0.08 2,964 Davide Campari-Milano SpA 1,860 0.00

(907) Salzgitter AG 3,601 0.00 1,299 Enel SpA 10 0.00379 SAP SE 5,419 0.01 (39,505) Intesa Sanpaolo SpA 12,299 0.01(89) Siemens AG 250 0.00 (24,812) Leonardo SpA 15,997 0.0266 Siemens Healthineers AG 59 0.00 918 Luxottica Group SpA 2,234 0.00

(889) Stroeer SE & Company KGaA 7,979 0.01 (54) Mediobanca Banca di Credito Finanziario SpA 1 0.00(2,453) Suedzucker AG 5,084 0.01 811 Moncler SpA 716 0.00

6 Symrise AG 40 0.00 (25,004) Pirelli & C SpA 6,336 0.01(31,283) Telefonica Deutschland Holding AG 15,730 0.02 (274) Poste Italiane SpA 12 0.00

(9,610) thyssenkrupp AG 23,653 0.02 (4,707) Prysmian SpA 18,313 0.0260 Zalando SE 199 0.00 389 Recordati SpA 482 0.00

458,899 0.45 (600) Salvatore Ferragamo SpA 813 0.0041,670 Saras SpA 12,386 0.01

Hong Kong (1,366) Snam SpA 169 0.001,200 AIA Group Limited 752 0.00 (148,208) Telecom Italia SpA/Milano 19,639 0.02

(400) ASM Pacific Technology Limited 308 0.00 (7,906) UniCredit SpA 14,125 0.01(230,000) Beijing Enterprises Water Group Limited 16,740 0.02 (44,825) Unione di Banche Italiane SpA 20,338 0.02

(40,000) Brilliance China Automotive Holdings Limited 9,107 0.01 (4,766) Unipol Gruppo SpA 1,109 0.00(56,000) China Everbright International Limited 5,385 0.01 135,809 0.13

1,400 China Gas Holdings Limited 113 0.00(32,000) China Jinmao Holdings Group Limited 2,149 0.00 Japan(20,000) China Merchants Port Holdings Company Limited 5,529 0.01 (13,700) Acom Company Limited 5,843 0.01

(500) China Mobile Limited 36 0.00 (200) Advantest Corporation 269 0.004,000 China Resources Beer Holdings Company Limited 1,552 0.00 (2,800) AEON Financial Service Company Limited 2,905 0.00

10,000 China Resources Gas Group Limited 6,903 0.01 (1,600) Aeon Mall Company Limited 1,943 0.00(2,000) China Resources Power Holdings Company Limited 128 0.00 (33,700) Aiful Corporation 1,854 0.00

(82,000) China State Construction International Holdings Limited 21,003 0.02 (2,400) Air Water Inc 1,812 0.00(10,000) China Taiping Insurance Holdings Company Limited 3,387 0.00 (100) Aisin Seiki Company Limited 372 0.00

(102,000) China Unicom Hong Kong Limited 8,422 0.01 1,400 Ajinomoto Company Inc 517 0.00(1,000) CK Hutchison Holdings Limited 132 0.00 5,600 Alfresa Holdings Corporation 6,894 0.01(2,000) CK Infrastructure Holdings Limited 452 0.00 (200) Amada Holdings Company Limited 109 0.007,000 CLP Holdings Limited 4,170 0.00 (1,700) Aozora Bank Limited 1,432 0.004,000 CSPC Pharmaceutical Group Limited 1,723 0.00 (1,200) Asahi Glass Company Limited 3,485 0.00

(816,000) GCL-Poly Energy Holdings Limited 25,915 0.03 800 Asics Corporation 141 0.0046,000 Guangdong Investment Limited 407 0.00 10,800 Astellas Pharma Inc 11,979 0.01

7,000 Haier Electronics Group Company Limited 1,493 0.00 100 Bandai Namco Holdings Inc 921 0.002,500 Hang Seng Bank Limited 3,172 0.00 (1,100) Bank of Kyoto Limited 6,046 0.01(3,000) HKT Trust & HKT Limited 36 0.00 100 Bic Camera Inc 7 0.00

(300) Hong Kong Exchanges & Clearing Limited 919 0.00 100 Calbee Inc 477 0.0012,000 Kingdee International Software Group Company Limited 424 0.00 5,900 Capcom Company Limited 8,948 0.01(34,000) Kunlun Energy Company Limited 1,266 0.00 1,600 Casio Computer Company Limited 2,342 0.0011,000 Melco International Development Limited 1,471 0.00 (100) Chugoku Bank Limited 96 0.00(6,000) New World Development Company Limited 332 0.00 (100) Citizen Watch Company Limited 31 0.00

(27,000) Nine Dragons Paper Holdings Limited 6,969 0.01 (4,700) CKD Corporation 12,967 0.01500 Shimao Property Holdings Limited 24 0.00 1,100 Coca-Cola Bottlers Japan Holdings Inc 2,364 0.00

11,000 Sino Biopharmaceutical Limited 2,655 0.00 1,900 COMSYS Holdings Corporation 424 0.002,000 Swire Pacific Limited 781 0.00 (300) Concordia Financial Group Limited 75 0.00

(14,000) Xinyi Glass Holdings Limited 988 0.00 1,000 Cosmo Energy Holdings Company Limited 1,345 0.00 134,843 0.13 (4,700) Credit Saison Company Limited 182 0.00

100 CyberAgent Inc 454 0.00Ireland (300) CYBERDYNE Inc 868 0.00

379 Accenture Plc 4,693 0.00 900 Dai Nippon Printing Company Limited 52 0.00(1,066) Adient Plc 10,052 0.01 4,600 Daicel Corporation 858 0.00(1,051) Alkermes Plc 7,262 0.01 (1,500) Daido Steel Company Limited 9,157 0.01(1,798) CRH Plc 370 0.00 (2,800) Daifuku Company Limited 20,647 0.02

(278) DCC Plc 452 0.00 (200) Dai-ichi Life Holdings Inc 84 0.008,491 Experian Plc 19,590 0.02 1,700 Daiichi Sankyo Company Limited 7,511 0.01

379 ICON Plc 6,853 0.01 - Daikin Industries Limited 1,257 0.00208 Jazz Pharmaceuticals Plc 4,850 0.00 (700) Daiwa Securities Group Inc 140 0.00

1,121 Medtronic Plc 3,892 0.00 4,500 DeNA Company Limited 6,307 0.01962 Paddy Power Betfair Plc 11,605 0.01 (200) Denso Corporation 531 0.00(14) Perrigo Company Plc 133 0.00 200 Dentsu Inc 6 0.00

992 Shire Plc 4,228 0.00 (1,400) DIC Corporation 2,889 0.00 73,980 0.06 300 Dip Corporation 226 0.00

138


Value Net Value Net


Contracts for difference (b) (continued) Contracts for difference (b) (continued)Japan (continued) Japan (continued)

(100) DMG Mori Company Limited 252 0.00 300 Kobayashi Pharmaceutical Company Limited 4,519 0.00(2,500) Don Quijote Holdings Company Limited 9,713 0.01 300 Kobe Bussan Company Limited 226 0.00(4,200) Dowa Holdings Company Limited 13,768 0.01 (200) Kobe Steel Limited 166 0.00

200 East Japan Railway Company 130 0.00 (200) Koito Manufacturing Company Limited 876 0.001,500 Electric Power Development Company Limited 388 0.00 (3,500) Komatsu Limited 12,548 0.01

400 en-japan Inc 895 0.00 600 Konami Holdings Corporation 452 0.00(100) Ezaki Glico Company Limited 162 0.00 (300) Kubota Corporation 184 0.00200 FamilyMart UNY Holdings Company Limited 1,193 0.00 400 Kumagai Gumi Company Limited 80 0.00500 Fancl Corporation 3,832 0.00 (300) Kyocera Corporation 1,342 0.00(200) FANUC Corporation 3,173 0.00 100 Kyoritsu Maintenance Company Limited 81 0.00(100) Fuji Corporation /Aichi 181 0.00 2,700 Kyowa Exeo Corporation 196 0.00

5,000 Fuji Electric Company Limited 3,132 0.00 700 Kyowa Hakko Kirin Company Limited 73 0.002,100 Fuji Oil Holdings Inc 9,785 0.01 1,400 Kyudenko Corporation 319 0.002,500 FUJIFILM Holdings Corporation 2,287 0.00 (3,300) Kyushu Financial Group Inc 53 0.00

(18,400) Fujikura Limited 8,162 0.01 (1,500) Lasertec Corporation 7,797 0.01(900) Fujitsu General Limited 1,527 0.00 (8,900) LIFULL Company Limited 10,914 0.01

7,000 Fujitsu Limited 2,052 0.00 100 LINE Corporation 229 0.00(14,000) Fukuoka Financial Group Inc 2,640 0.00 100 Link And Motivation Inc 40 0.00

(2,300) Furukawa Electric Company Limited 28,064 0.03 (200) Lion Corporation 154 0.00100 GMO internet Inc 358 0.00 (100) LIXIL Group Corporation 222 0.00

(8,000) GS Yuasa Corporation 1,395 0.00 (100) Maeda Corporation 12 0.00(500) Gunma Bank Limited 126 0.00 (900) Makita Corporation 266 0.00(800) H2O Retailing Corporation 278 0.00 7,200 Marubeni Corporation 3,257 0.00

(12,600) Hachijuni Bank Limited 14,387 0.01 400 Maruha Nichiro Corporation 459 0.003,000 Hakuhodo DY Holdings Inc 5,073 0.01 200 Maruichi Steel Tube Limited 1,088 0.00

600 Hankyu Hanshin Holdings Inc 81 0.00 1,100 Matsumotokiyoshi Holdings Company Limited 6,373 0.01(2,800) Hanwa Company Limited 6,611 0.01 200 McDonald's Holdings Company Japan Limited 1,440 0.00

10,700 Hazama Ando Corporation 11,974 0.01 (18,500) Mebuki Financial Group Inc 10,439 0.01100 Heiwa Corporation 188 0.00 2,300 Medipal Holdings Corporation 1,776 0.00

(1,200) Hino Motors Limited 982 0.00 700 MEIJI Holdings Company Limited 3,854 0.00(200) Hirose Electric Company Limited 1,054 0.00 (100) MINEBEA MITSUMI Inc 172 0.00(300) Hiroshima Bank Limited 534 0.00 2,100 Mitsubishi Corporation 2,151 0.00

(2,700) HIS Company Limited 6,069 0.01 (2,600) Mitsubishi Electric Corporation 3,072 0.00(400) Hitachi Capital Corporation 80 0.00 (300) Mitsubishi Logistics Corporation 61 0.00

(5,700) Hitachi Chemical Company Limited 7,599 0.01 (2,600) Mitsubishi Materials Corporation 6,409 0.01(100) Hitachi Construction Machinery Company Limited 239 0.00 1,800 Mitsubishi Motors Corporation 459 0.00(100) Hitachi High-Technologies Corporation 622 0.00 (300) Mitsubishi UFJ Financial Group Inc 327 0.00

(9,200) Hitachi Metals Limited 8,192 0.01 (2,700) Mitsubishi UFJ Lease & Finance Company Limited 387 0.00(18,500) Hitachi Zosen Corporation 4,411 0.00 (8,200) Mitsui E&S Holdings Company Limited 18,156 0.02

(4,900) Hokuhoku Financial Group Inc 5,042 0.01 (1,600) Mitsui Fudosan Company Limited 2,213 0.00(100) Honda Motor Company Limited 439 0.00 (8,100) Mitsui OSK Lines Limited 36,201 0.04100 Hoshizaki Corporation 2,570 0.00 (2,100) Miura Company Limited 8,253 0.01

1,000 House Foods Group Inc 1,932 0.00 (400) Mizuho Financial Group Inc 42 0.001,800 Hoya Corporation 11,488 0.01 200 Morinaga & Company Limited 30 0.001,600 Ichigo Inc 515 0.00 (500) MS&AD Insurance Group Holdings Inc 319 0.00

(200) IHI Corporation 140 0.00 (1,000) Nabtesco Corporation 3,009 0.00(3,900) Inpex Corporation 4,616 0.00 (100) Nachi-Fujikoshi Corporation 194 0.00

700 Isetan Mitsukoshi Holdings Limited 545 0.00 4,800 NET One Systems Company Limited 9,643 0.01(1,400) Isuzu Motors Limited 349 0.00 (6,000) NGK Insulators Limited 2,967 0.00

400 Ito En Limited 3,093 0.00 500 NGK Spark Plug Company Limited 657 0.00(9,500) Iyo Bank Limited 9,108 0.01 (100) NHK Spring Company Limited 78 0.00

(100) Izumi Company Limited 36 0.00 (2,300) Nichi-iko Pharmaceutical Company Limited 1,772 0.002,300 Japan Exchange Group Inc 2,121 0.00 (200) Nidec Corporation 746 0.00(3,700) Japan Post Bank Company Limited 4,906 0.00 (800) Nifco Inc/Japan 2,608 0.00

(200) Japan Post Insurance Company Limited 597 0.00 1,900 Nihon Kohden Corporation 1,633 0.003,300 Japan Tobacco Inc 1,753 0.00 (600) Nihon M&A Center Inc 394 0.00

(500) JCR Pharmaceuticals Company Limited 1,288 0.00 5,000 Nihon Unisys Limited 17,915 0.02(300) JFE Holdings Inc 276 0.00 (100) Nintendo Company Limited 9,646 0.01

(4,400) JGC Corporation 4,934 0.00 (300) Nippon Electric Glass Company Limited 138 0.00(2,500) JSR Corporation 10,423 0.01 (400) Nippon Express Company Limited 501 0.00(3,600) JTEKT Corporation 5,098 0.01 200 Nippon Kayaku Company Limited 69 0.007,900 JXTG Holdings Inc 3,932 0.00 (4,100) Nippon Paper Industries Company Limited 10,291 0.012,800 Kakaku.com Inc 14,118 0.01 (1,000) Nippon Shinyaku Company Limited 4,992 0.012,500 Kanamoto Company Limited 43 0.00 (3,100) Nippon Steel & Sumitomo Metal Corporation 5,668 0.011,900 Kansai Electric Power Company Inc/The 96 0.00 (13,600) Nippon Suisan Kaisha Limited 1,373 0.00(2,900) Kansai Paint Company Limited 3,089 0.00 200 Nippon Telegraph & Telephone Corporation 476 0.00

200 Kao Corporation 1,289 0.00 (10,100) Nippon Yusen KK 14,508 0.01(4,600) Kawasaki Heavy Industries Limited 7,507 0.01 (11,500) Nipro Corporation 20,075 0.02(8,300) Kawasaki Kisen Kaisha Limited 33,807 0.03 800 Nishimatsu Construction Company Limited 3,663 0.002,100 KDDI Corporation 2,359 0.00 700 Nissan Chemical Corporation 4,416 0.003,800 Keihin Corporation 294 0.00 (14,800) Nissan Motor Company Limited 5,019 0.01(7,900) Keikyu Corporation 6,394 0.01 3,600 Nisshin Seifun Group Inc 6,110 0.01

300 Keisei Electric Railway Company Limited 43 0.00 (600) Nisshinbo Holdings Inc 636 0.001,500 Kenedix Inc 151 0.00 (300) Nitori Holdings Company Limited 3,535 0.00

(800) Kewpie Corporation 93 0.00 600 Nitto Denko Corporation 2,151 0.00(100) Keyence Corporation 1,809 0.00 1,900 NOF Corporation 8,711 0.01100 Kikkoman Corporation 607 0.00 1,900 Nomura Research Institute Limited 8,729 0.01

4,500 Kinden Corporation 476 0.00 (400) NSK Limited 993 0.00(700) Kirin Holdings Company Limited 841 0.00 300 NTN Corporation 56 0.00

139


Value Net Value Net


Contracts for difference (b) (continued) Contracts for difference (b) (continued)Japan (continued) Japan (continued)

5,700 NTT Data Corporation 3,184 0.00 300 Suzuki Motor Corporation 247 0.003,600 NTT DOCOMO Inc 610 0.00 (200) Sysmex Corporation 204 0.00(2,200) NTT Urban Development Corporation 105 0.00 200 T&D Holdings Inc 42 0.00

300 Obic Company Limited 485 0.00 (100) Tadano Limited 141 0.004,000 Oji Holdings Corporation 96 0.00 2,700 Taisei Corporation 10,381 0.01

(100) Oki Electric Industry Company Limited 149 0.00 100 Taisho Pharmaceutical Holdings Company Limited 2,265 0.001,000 Olympus Corporation 1,461 0.00 (100) Taiyo Nippon Sanso Corporation 3 0.00

(300) Omron Corporation 1,991 0.00 100 Takara Bio Inc 194 0.00(800) Ono Pharmaceutical Company Limited 3,906 0.00 700 Takara Holdings Inc 506 0.00200 Oracle Corporation Japan 368 0.00 2,400 Takeda Pharmaceutical Company Limited 7,227 0.01

(41,700) Orient Corporation 5,749 0.01 (100) Takeuchi Manufacturing Company Limited 125 0.003,200 Osaka Gas Company Limited 2,042 0.00 500 TechnoPro Holdings Inc 630 0.00

(300) OSG Corporation 186 0.00 400 Terumo Corporation 488 0.00100 Outsourcing Inc 95 0.00 (600) THK Company Limited 3,161 0.00

(6,200) Panasonic Corporation 4,770 0.00 2,100 TIS Inc 16,165 0.02(3,100) PeptiDream Inc 4,380 0.00 6,000 Toda Corporation 5,999 0.01

200 Persol Holdings Company Limited 102 0.00 400 Toho Company Limited/Tokyo 888 0.00600 Pigeon Corporation 4,471 0.00 200 Toho Gas Company Limited 257 0.00500 Pola Orbis Holdings Inc 2,579 0.00 (700) Tohoku Electric Power Company Inc 506 0.00(200) Rakuten Inc 238 0.00 (3,300) Tokai Rika Company Limited 2,096 0.00

1,300 Recruit Holdings Company Limited 4,184 0.00 2,000 Tokio Marine Holdings Inc 2,034 0.00(6,300) Renesas Electronics Corporation 1,086 0.00 4,100 Tokuyama Corporation 270 0.00(4,400) Resorttrust Inc 8,576 0.01 1,800 Tokyo Broadcasting System Holdings Inc 1,846 0.00(8,500) Ricoh Company Limited 1,841 0.00 (100) Tokyo Century Corporation 77 0.00

(400) Rohm Company Limited 3,995 0.00 100 Tokyo Electron Limited 76 0.00700 Rohto Pharmaceutical Company Limited 2,471 0.00 700 Tokyo Ohka Kogyo Company Limited 1,849 0.00900 Saizeriya Company Limited 94 0.00 10,000 Tokyo Steel Manufacturing Company Limited 6,317 0.01

1,000 Sankyu Inc 7,249 0.01 (3,300) Tokyo Tatemono Company Limited 1,756 0.00200 Sanrio Company Limited 218 0.00 (4,500) Tokyu Fudosan Holdings Corporation 554 0.00

3,000 Santen Pharmaceutical Company Limited 4,926 0.00 (200) Topcon Corporation 298 0.00(100) Sanwa Holdings Corporation 1 0.00 (6,000) Toppan Printing Company Limited 2,579 0.00(200) Sapporo Holdings Limited 481 0.00 (11,000) Toray Industries Inc 12,526 0.01(200) SBI Holdings Inc/Japan 192 0.00 (3,600) Toridoll Holdings Corporation 22,507 0.02(100) SCREEN Holdings Company Limited 1,105 0.00 (1,500) TOTO Limited 7,354 0.01

1,700 SCSK Corporation 9,416 0.01 (100) Toyo Seikan Group Holdings Limited 1 0.00800 Secom Company Limited 1,877 0.00 (6,000) Toyo Tire & Rubber Company Limited 7,504 0.01

4,300 Sega Sammy Holdings Inc 10,299 0.01 (100) Toyota Boshoku Corporation 40 0.00(4,200) Seiko Epson Corporation 2,670 0.00 (1,600) Toyota Industries Corporation 3,095 0.003,400 Seino Holdings Company Limited 3,729 0.00 (100) Toyota Tsusho Corporation 22 0.00

500 Sekisui Chemical Company Limited 222 0.00 1,100 Trend Micro Inc/Japan 2,316 0.00200 Sekisui House Limited 27 0.00 2,300 TS Tech Company Limited 3,059 0.00100 Seria Company Limited 272 0.00 (2,800) Tsumura & Company 1,675 0.00

1,600 Seven & i Holdings Company Limited 2,932 0.00 (3,800) UACJ Corporation 12,065 0.01(2,000) Seven Bank Limited 67 0.00 1,400 Unicharm Corporation 2,881 0.004,000 SG Holdings Company Limited 381 0.00 300 United Arrows Limited 225 0.00(2,000) Sharp Corporation /Japan 20,004 0.02 100 UT Group Company Limited 537 0.002,200 Shikoku Electric Power Company Inc 3,998 0.00 (100) V Technology Company Limited 531 0.00(1,800) Shima Seiki Manufacturing Limited 22,109 0.02 500 West Japan Railway Company 694 0.002,700 Shimachu Company Limited 1,630 0.00 (21,800) Yahoo Japan Corporation 12,581 0.01

100 Shimano Inc 62 0.00 1,100 Yakult Honsha Company Limited 1,228 0.006,300 Shimizu Corporation 8,847 0.01 700 Yamaha Corporation 1,380 0.002,000 Shionogi & Company Limited 669 0.00 (300) Yamaha Motor Company Limited 695 0.002,400 Ship Healthcare Holdings Inc 6,673 0.01 (1,500) YA-MAN Limited 8,693 0.01

100 Shiseido Company Limited 1,670 0.00 200 Yamato Holdings Company Limited 727 0.00(5,500) Shizuoka Bank Limited 3,613 0.00 600 Yamato Kogyo Company Limited 1,927 0.00

100 Showa Shell Sekiyu KK 115 0.00 (2,000) Yaskawa Electric Corporation 11,614 0.01500 Skylark Holdings Company Limited 181 0.00 900 Yokogawa Electric Corporation 490 0.00

(3,400) SMS Company Limited 4,144 0.00 (200) Yokohama Rubber Company Limited 333 0.00(2,600) SoftBank Group Corporation 9,907 0.01 800 Zenkoku Hosho Company Limited 1,211 0.00

100 Sohgo Security Services Company Limited 98 0.00 100 Zeon Corporation 20 0.004,900 Sojitz Corporation 418 0.00 1,183,675 0.961,900 Sony Corporation 7,945 0.012,000 Sony Financial Holdings Inc 2,570 0.00 Jersey Channel Islands

(2,400) Sosei Group Corporation 26,667 0.03 15 Novocure Limited 25 0.001,500 Square Enix Holdings Company Limited 10,185 0.01 3,697 Phoenix Group Holdings 8,057 0.01

(100) Stanley Electric Company Limited 85 0.00 8,082 0.01(100) Subaru Corporation 343 0.00900 Sugi Holdings Company Limited 536 0.00 Luxembourg

(2,200) SUMCO Corporation 9,028 0.01 (195) ArcelorMittal 137 0.001,000 Sumitomo Bakelite Company Limited 1,254 0.00 (901) Millicom International Cellular SA 2,610 0.002,000 Sumitomo Corporation 452 0.00 2,747 0.005,300 Sumitomo Dainippon Pharma Company Limited 4,161 0.00

(300) Sumitomo Electric Industries Limited 21 0.00 Macau(400) Sumitomo Metal Mining Company Limited 1,293 0.00 (2,400) MGM China Holdings Limited 1,511 0.00(800) Sumitomo Mitsui Financial Group Inc 2,575 0.00 7,600 Sands China Limited 150 0.00(300) Sumitomo Mitsui Trust Holdings Inc 405 0.00 1,661 0.00(200) Sumitomo Rubber Industries Limited 138 0.00

(1,200) Suntory Beverage & Food Limited 1,650 0.00 Malaysia100 Sushiro Global Holdings Limited 207 0.00 (19,657) Lynas Corporation Limited 2,886 0.00

140


Value Net Value Net


Contracts for difference (b) (continued) Contracts for difference (b) (continued)Mexico South Korea (continued)

(3,401) Fresnillo Plc 2,902 0.00 (2,331) Hanon Systems 168 0.00(4,397) Hanwha Aerospace Company Limited 25,661 0.03

Netherlands (385) Hanwha Chemical Corporation 120 0.00(3,514) ABN AMRO Group NV 7,769 0.01 (51) Hugel Inc 4,666 0.00

(991) Akzo Nobel NV 4,111 0.00 8 Hyosung Corporation 67 0.00(5,909) Boskalis Westminster 8,434 0.01 413 Hyundai Department Store Company Limited 5,239 0.01

(303) Cimpress NV 1,153 0.00 (387) Hyundai Engineering & Construction Company Limited 2,897 0.001,228 EXOR NV 6,989 0.01 (184) Hyundai Heavy Industries Company Limited 4,579 0.00(4,390) ING Groep NV 3,519 0.00 (20) Hyundai Heavy Industries Holdings Company Limited 453 0.007,941 Koninklijke Ahold Delhaize NV 16,982 0.02 (33) Hyundai Mipo Dockyard Company Limited 222 0.00

(15,885) Koninklijke BAM Groep NV 3,397 0.00 (36) Hyundai Mobis Company Limited 675 0.00551 Koninklijke DSM NV 1,432 0.00 (192) Hyundai Motor Company 4,010 0.00(505) Koninklijke KPN NV 12 0.00 23 Hyundai Steel Company 12 0.00

4,602 Koninklijke Philips NV 18,623 0.02 (68) Kia Motors Corporation 164 0.0023 NN Group NV 32 0.00 (1,447) Kolon Industries Inc 3,318 0.00

(131) NXP Semiconductors NV 726 0.00 (1,444) Korea Aerospace Industries Limited 6,896 0.01359 PostNL NV 21 0.00 (1,596) Korea Electric Power Corporation 821 0.00866 QIAGEN NV 1,403 0.00 42 Korea Investment Holdings Company Limited 9 0.00

1,659 Royal Dutch Shell Plc 1,769 0.00 (206) Korea Petrochemical Ind Company Limited 2,558 0.003,296 Wolters Kluwer NV 8,994 0.01 1,338 KT&G Corporation 6,535 0.01

85,366 0.08 606 Kumho Petrochemical Company Limited 8,042 0.01(107) LG Chem Limited 1,428 0.00

New Zealand (161) LG Corporation 463 0.005,856 Fisher & Paykel Healthcare Corporation Limited 6,806 0.01 (5,963) LG Display Company Limited 18,269 0.02

(328) LG Electronics Inc 5,976 0.013,895 LG Uplus Corporation 4,152 0.00

Norway (106) Lotte Shopping Company Limited 89 0.001,362 Aker BP ASA 8,257 0.01 (1,579) Mando Corporation 8,934 0.01

240 Aker Solutions ASA 50 0.00 38 Medy-Tox Inc 1,445 0.001,974 DNB ASA 1,236 0.00 (7,799) Mirae Asset Daewoo Company Limited 5,084 0.01

75,743 DNO ASA 39,619 0.04 3 NAVER Corporation 195 0.003,722 Equinor ASA 11,799 0.01 207 NCSoft Corporation 213 0.00

13,393 Leroy Seafood Group ASA 9,820 0.01 (1,820) NH Investment & Securities Company Limited 326 0.00(562) Marine Harvest ASA 174 0.00 (399) OCI Company Limited 4,543 0.00

(5,610) Norsk Hydro ASA 1,694 0.00 (1,119) Pan Ocean Company Limited 249 0.004 Norwegian Air Shuttle ASA 46 0.00 (141) Pearl Abyss Corporation 2,541 0.00

(12,633) Petroleum Geo-Services ASA 122 0.00 (693) POSCO Chemtech Company Limited 1,925 0.004,132 Salmar ASA 16,042 0.02 (38) Samsung Biologics Company Limited 829 0.001,381 Ship Finance International Limited 140 0.00 (172) Samsung C&T Corporation 1,894 0.00(3,752) Storebrand ASA 1,284 0.00 (165) Samsung Engineering Company Limited 332 0.003,701 TGS NOPEC Geophysical Company ASA 45,354 0.05 (1,526) Samsung Heavy Industries Company Limited 513 0.00(3,433) Yara International ASA 8,432 0.01 (286) Samsung Life Insurance Company Limited 2,595 0.00

144,069 0.15 (31) Shinhan Financial Group Company Limited 165 0.00(404) SillaJen Inc 2,335 0.00

Portugal 735 SK Hynix Inc 4,919 0.001,630 EDP - Energias de Portugal SA 63 0.00 366 SK Innovation Company Limited 1,189 0.004,636 Galp Energia SGPS SA 1,603 0.00 (6) SK Telecom Company Limited 19 0.00

1,666 0.00 (120) S-Oil Corporation 910 0.003,547 Woori Bank 3,891 0.00

Puerto Rico 105 Yuhan Corporation 15 0.00(248) Popular Inc 146 0.00 182,642 0.16

SpainRussia (3,700) Acerinox SA 529 0.00

(3,615) Polymetal International Plc 2,945 0.00 (187) ACS Actividades Construction Y Servicios 86 0.0096 Yandex NV 239 0.00 1,936 Amadeus IT Group SA 11,591 0.01

3,184 0.00 3,774 Atlantica Yield Plc 1,443 0.00(11,137) Banco Bilbao Vizcaya Argentaria SA 3,615 0.00

Singapore (52,047) Banco de Sabadell SA 9,665 0.011,100 ComfortDelGro Corporation Limited 99 0.00 (33,396) Banco Santander SA 29,969 0.03

900 DBS Group Holdings Limited 84 0.00 (38,310) Bankia SA 17,974 0.02(400) Keppel Corporation Limited 81 0.00 (9,870) Bankinter SA 1,498 0.00

(25,900) Sembcorp Industries Limited 5,841 0.01 (16,837) CaixaBank SA 4,051 0.00(8,600) Singapore Airlines Limited 1,192 0.00 (9,877) Cellnex Telecom SA 6,772 0.01(1,000) Singapore Exchange Limited 138 0.00 (71,961) Distribuidora Internacional de Alimentacion SA 52,314 0.05

(400) Singapore Press Holdings Limited 5 0.00 5,207 Enagas SA 18,967 0.02(33,000) Singapore Telecommunications Limited 7,165 0.01 2,872 Endesa SA 207 0.00(16,200) Wilmar International Limited 454 0.00 (5,858) Ferrovial SA 3,358 0.00

15,059 0.02 (7,043) Melia Hotels International SA 214 0.00(31,400) Obrascon Huarte Lain SA 26,001 0.03

South Korea 4,626 Red Electrica Corporation SA 4,679 0.007 Celltrion Inc 200 0.00 394 Repsol SA 211 0.00

(1,114) CJ CGV Company Limited 1,370 0.00 (31,658) Sacyr SA 2,923 0.00(346) CJ Corporation 5,116 0.01 (18,987) Siemens Gamesa Renewable Energy SA 15,189 0.02480 Com2uS Corporation 7,813 0.01 (8,550) Telefonica SA 6,637 0.01(533) Doosan Infracore Company Limited 437 0.00 217,893 0.21(114) GS Holdings Corporation 569 0.00(128) Hanmi Pharm Company Limited 7,142 0.01 Sweden(459) Hanmi Science Company Limited 7,445 0.01 (20) Autoliv Inc_CSFB 94 0.00

141


Value Net Value Net


Contracts for difference (b) (continued) Contracts for difference (b) (continued)Sweden (continued) Taiwan (continued)

(113) Autoliv Inc_Morgan Stanley 516 0.00 1,000 Eclat Textile Company Limited 165 0.006,002 Axfood AB 10,430 0.01 21,000 Formosa Chemicals & Fibre Corporation 12,851 0.013,745 Boliden AB 3,383 0.00 18,000 Formosa Plastics Corporation 7,774 0.013,195 Castellum AB 4,864 0.00 (3,000) Fubon Financial Holding Company Limited 129 0.00(5,519) Dometic Group AB 649 0.00 (2,000) Hiwin Technologies Corporation 2,933 0.00

11,528 Elekta AB 27,040 0.03 (30,000) Hon Hai Precision Industry Company Limited 2,225 0.0051 Evolution Gaming Group AB 29 0.00 (1,000) HTC Corporation 212 0.00

652 Fabege AB 1,227 0.00 15,000 Mega Financial Holding Company Limited 287 0.002,365 Fastighets AB Balder 6,907 0.01 (1,000) Micro-Star International Company Limited 163 0.00

(14,768) Getinge AB 17,155 0.02 9,000 Nan Ya Plastics Corporation 2,419 0.00(158) Hexagon AB 245 0.00 (1,000) Nanya Technology Corporation 135 0.00(937) Hexpol AB 518 0.00 (51,000) Pegatron Corporation 4,916 0.00

4,386 Husqvarna AB 1,398 0.00 7,000 President Chain Store Corporation 10,643 0.01(187) ICA Gruppen AB 545 0.00 (58,000) Quanta Computer Inc 7,142 0.01

1,607 Lundin Petroleum AB 2,340 0.00 (35,000) Shin Kong Financial Holding Company Limited 155 0.00(5,322) NCC AB 4,437 0.00 17,000 Sino-American Silicon Products Inc 2,004 0.00

(415) Nordea Bank AB 47 0.00 38,000 Uni-President Enterprises Corporation 11,352 0.014,579 Sandvik AB 4,885 0.00 80,000 United Microelectronics Corporation 2,180 0.00(5,530) Skanska AB 2,108 0.00 (115,000) Winbond Electronics Corporation 3,139 0.00

4 Spotify Technology SA 45 0.00 (94,000) Wistron Corporation 3,243 0.008,082 Svenska Cellulosa AB SCA 441 0.00 (42,000) Zhen Ding Technology Holding Limited 1,521 0.001,893 Swedish Match AB 18,659 0.02 82,794 0.05

107,962 0.09Thailand

Switzerland (49,700) Thai Beverage PCL 2,157 0.00(2,563) ABB Limited 3,876 0.00(8,827) Aryzta AG 57,285 0.06 United Arab Emirates

(118) Baloise Holding AG 211 0.00 64 NMC Health Plc 32 0.0010 Chocoladefabriken Lindt & Spruengli AG 1,159 0.00

(312) Chubb Limited 1,746 0.00 United Kingdom2,126 Coca-Cola HBC AG 165 0.00 2,269 Admiral Group Plc 1,253 0.00

(10,957) Credit Suisse Group AG 14,873 0.01 (3,654) Aggreko Plc 6,706 0.01(118) dormakaba Holding AG 4,905 0.00 5,791 Anglo American Plc 8,160 0.01(311) Dufry AG 53 0.00 6,517 Antofagasta Plc 269 0.00

8 EMS-Chemie Holding AG 33 0.00 (107) Aon Plc 293 0.00912 Ferguson Plc 3,419 0.00 76 Aptiv Plc 515 0.00

1,040 Garmin Limited 1,804 0.00 (1,974) ASOS Plc 5,531 0.01(30) Geberit AG 56 0.00 595 Associated British Foods Plc 347 0.00

(7,077) Glencore Plc 424 0.00 363 AstraZeneca Plc 1,676 0.00(936) Julius Baer Group Limited 1,206 0.00 89 Atlassian Corporation Plc 263 0.00(217) Kuehne + Nagel International AG 1,033 0.00 24,927 Auto Trader Group Plc 22,336 0.02

(1,567) LafargeHolcim Limited 5,350 0.01 (167) Aviva Plc 17 0.00394 Logitech International SA_CSFB 489 0.00 6,295 Babcock International Group Plc 5,911 0.01

12 Logitech International SA_JP Morgan 76 0.00 9,183 BAE Systems Plc 2,067 0.0017 Logitech International SA_Morgan Stanley 113 0.00 (54,366) Barclays Plc 11,690 0.01

1,960 Nestle SA 2,547 0.00 20,674 BBA Aviation Plc 2,002 0.00255 Novartis AG 279 0.00 (1,020) Beazley Plc 33 0.00

42 Partners Group Holding AG 601 0.00 1,474 boohoo.com Plc 197 0.001,026 Roche Holding AG 749 0.00 (3,417) British American Tobacco Plc 2,464 0.00

19 Schindler Holding AG 14 0.00 554 Britvic Plc 3 0.0013 SGS SA 660 0.00 (34,420) BT Group Plc 1,621 0.00

(310) Sika AG 787 0.00 7,935 Burberry Group Plc 28,900 0.03777 Sonova Holding AG 10,984 0.01 3,056 Capita Plc 393 0.00

(1,443) STMicroelectronics NV 2,553 0.00 37,870 Centrica Plc 9,999 0.015 Straumann Holding AG 480 0.00 1,062 Coca-Cola European Partners Plc 1,438 0.009 Sunrise Communications Group AG 2 0.00 2,966 Compass Group Plc 2,731 0.00

213 Swatch Group AG/The 3,091 0.00 20 Croda International Plc 21 0.00430 Swiss Prime Site AG 527 0.00 242 Daily Mail & General Trust Plc 125 0.00(46) Swiss Re AG 130 0.00 (514) Delphi Technologies Plc 1,347 0.00

363 Temenos AG 7,256 0.01 4,013 Diageo Plc 3,297 0.00121 Transocean Limited 26 0.00 2,591 Domino's Pizza Group Plc 17 0.00

(6,204) UBS Group AG 5,250 0.01 2,857 Electrocomponents Plc 5,529 0.01(194) VAT Group AG 3,006 0.00 30,779 Evraz Plc 35,527 0.04156 Vifor Pharma AG 24 0.00 (1,706) Ferroglobe Plc 5,001 0.01

(2) Zurich Insurance Group AG 4 0.00 312 Fevertree Drinks Plc 1,810 0.00 137,246 0.11 (224) Fiat Chrysler Automobiles NV 587 0.00

4,615 G4S Plc 272 0.00Taiwan 4,969 GlaxoSmithKline Plc 7,900 0.01

7,000 Asustek Computer Inc 715 0.00 1,007 Greene King Plc 624 0.00193,000 AU Optronics Corporation 102 0.00 1,174 Halma Plc 1,079 0.00

(2,000) Cathay Financial Holding Company Limited 3 0.00 32 Hargreaves Lansdown Plc 4 0.00(7,000) Chailease Holding Company Limited 1,025 0.00 44,378 Hays Plc 1,511 0.00

67,000 China Steel Corporation 637 0.00 453 Hikma Pharmaceuticals Plc 825 0.0018,000 Chipbond Technology Corporation 1,580 0.00 8,350 Howden Joinery Group Plc 6,425 0.01(5,000) Chunghwa Telecom Company Limited 80 0.00 (2,435) HSBC Holdings Plc 310 0.00

(11,000) Compeq Manufacturing Company Limited 414 0.00 12,084 IG Group Holdings Plc 14,693 0.0112,000 CTBC Financial Holding Company Limited 413 0.00 432 IHS Markit Limited 559 0.00(3,000) Delta Electronics Inc 1,460 0.00 180 IMI Plc 11 0.00

47,000 E.Sun Financial Holding Company Limited 777 0.00 4,677 Imperial Brands Plc 12,691 0.01

142


Value Net Value Net


Contracts for difference (b) (continued) Contracts for difference (b) (continued)United Kingdom (continued) United States (continued)

12,586 Inchcape Plc 12,381 0.01 9 Adobe Systems Inc 114 0.0016,633 Indivior Plc 416 0.00 4,080 ADT Inc 4,604 0.00

548 Informa Plc 107 0.00 178 Adtalem Global Education Inc 191 0.00582 InterContinental Hotels Group Plc 530 0.00 (13) AECOM 17 0.00

(3,409) Intermediate Capital Group Plc 1,354 0.00 (327) Affiliated Managers Group Inc 5,956 0.0123,404 International Consolidated Airlines Group SA 10,054 0.01 (28) AGCO Corporation 98 0.00

(24) International Game Technology Plc 100 0.00 (1,595) Aimmune Therapeutics Inc 10,712 0.011,182 Intertek Group Plc 9,736 0.01 (1,647) Air Lease Corporation 4,093 0.00

(12,404) Investec Plc 5,635 0.01 (74) Air Products & Chemicals Inc 487 0.00(29,331) IQE Plc 13,981 0.01 (20,329) AK Steel Holding Corporation 10,319 0.0138,748 J Sainsbury Plc 26,156 0.03 344 Akamai Technologies Inc 1,691 0.00

1,409 JD Sports Fashion Plc 750 0.00 (395) Alaska Air Group Inc 2,856 0.00(3,037) Just Eat Plc 1,162 0.00 (498) Albemarle Corporation 60 0.00

36,857 Legal & General Group Plc 752 0.00 (1,267) Alcoa Corporation 3,068 0.00(984) Liberty Global Plc 4,160 0.00 46 Align Technology Inc 4,673 0.00310 LivaNova Plc 4,157 0.00 (7) Alleghany Corporation 7 0.00

(107,972) Lloyds Banking Group Plc 3,212 0.00 (3,636) Allegheny Technologies Inc 243 0.0010,126 Marks & Spencer Group Plc 948 0.00 (276) Allegiant Travel Company 4,038 0.0020,090 Meggitt Plc 4,511 0.00 34 Allergan Plc 255 0.00(57,491) Melrose Industries Plc 11,684 0.01 449 ALLETE Inc 1,562 0.00

492 Merlin Entertainments Plc 64 0.00 32 Alliance Data Systems Corporation 713 0.00822 Michael Kors Holdings Limited 3,492 0.00 2,183 Allison Transmission Holdings Inc 126 0.00

(3,309) Micro Focus International Plc 14,692 0.01 (756) Alnylam Pharmaceuticals Inc 5,615 0.0113 Mimecast Limited 18 0.00 65 Alphabet Inc 4,201 0.00

6,203 Mondi Plc 9,104 0.01 (2,997) Altice USA Inc 7,891 0.01512 Next Plc 4,126 0.00 13 Amazon.com Inc 2,303 0.00

2,669 Nomad Foods Limited 4,264 0.00 (492) Ambarella Inc 5,184 0.01383 Ocado Group Plc 218 0.00 344 AMC Networks Inc 3,945 0.00

14,380 Pagegroup Plc 6,702 0.01 1,170 Amdocs Limited 180 0.0018,006 Pearson Plc 29,626 0.03 1,135 Amedisys Inc 27,000 0.0315,786 Petrofac Limited 21,740 0.02 552 Ameren Corporation 1,456 0.00

(187) Prudential Plc 274 0.00 (1,145) American Airlines Group Inc 9,297 0.017,413 Quilter Plc 1,554 0.00 (168) American Axle & Manufacturing Holdings Inc 34 0.00

14,955 Rentokil Initial Plc 10,836 0.01 2,195 American Eagle Outfitters Inc 5,871 0.012,416 Rightmove Plc 28,367 0.03 (97) American Express Company 145 0.001,749 Rio Tinto Limited 9,583 0.01 (826) American International Group Inc 238 0.003,473 Rio Tinto Plc 17,176 0.02 215 American States Water Company 504 0.004,833 Rolls-Royce Holdings Plc 7,637 0.01 (946) American Woodmark Corporation 1,286 0.007,438 Rotork Plc 3,627 0.00 (242) Ameris Ban Corporation 169 0.00

(40,156) Royal Bank of Scotland Group Plc 7,897 0.01 537 AMETEK Inc 1,134 0.0027,368 Royal Mail Plc 2,333 0.00 392 Amgen Inc 1,618 0.00

911 RPC Group Plc 545 0.00 (4,354) Amkor Technology Inc 246 0.001,394 RSA Insurance Group Plc 718 0.00 988 AMN Healthcare Services Inc 3,546 0.00(2,211) Sage Group Plc/The 926 0.00 217 Anadarko Petroleum Corporation 1,085 0.00(4,557) Severn Trent Plc 3,454 0.00 (487) AnaptysBio Inc 12,379 0.01

282 Sky Plc 154 0.00 231 ANSYS Inc 3,090 0.0010,342 Smith & Nephew Plc 10,887 0.01 64 Antero Midstream GP LP 32 0.00

614 Smiths Group Plc 1,091 0.00 913 Antero Resources Corporation 2,062 0.00579 Sophos Group Plc 444 0.00 443 Anthem Inc 7,131 0.01(868) St James's Place Plc 517 0.00 368 Apache Corporation 2,116 0.00

(10,779) Standard Chartered Plc 8,372 0.01 278 Apple Inc 5,442 0.01(9,245) Standard Life Aberdeen Plc 3,758 0.00 410 Applied Industrial Technologies Inc 2,520 0.001,093 STERIS Plc 9,126 0.01 75 AptarGroup Inc 117 0.00

33,702 Tate & Lyle Plc 33,327 0.03 (3,198) Arconic Inc 12,116 0.0147,727 Tesco Plc 9,207 0.01 96 Armstrong World Industries Inc 231 0.00

3,630 Unilever NV 10,557 0.01 (231) Arrow Electronics Inc 55 0.00(9,180) United Utilities Group Plc 1,070 0.00 (59) Arthur J Gallagher & Company 43 0.00

958 Victrex Plc 3,879 0.00 584 Asbury Automotive Group Inc 1,306 0.00(491) Vodafone Group Plc 60 0.00 77 ASGN Inc 52 0.00

(4,541) Weir Group Plc/The 1,491 0.00 90 Ashland Global Holdings Inc 116 0.00(233) WH Smith Plc 48 0.00 368 Aspen Technology Inc 7,003 0.01

(94) Willis Towers Watson Plc 44 0.00 (901) AT&T Inc 7 0.0042,272 Wm Morrison Supermarkets Plc 8,100 0.01 (1,860) Atara Biotherapeutics Inc 15,017 0.02

619,871 0.56 6 athenahealth Inc 92 0.00(1,347) Athene Holding Limited 3,636 0.00

United States 443 Automatic Data Processing Inc 8,552 0.01(107) 3M Company 423 0.00 94 AutoNation Inc 73 0.00232 8x8 Inc 284 0.00 10 AutoZone Inc 245 0.00247 Aaron's Inc 545 0.00 (1,521) Avis Budget Group Inc 10,152 0.01

1,543 Abbott Laboratories 2,677 0.00 (10) Axalta Coating Systems Limited 19 0.00(5) AbbVie Inc 64 0.00 21 Axon Enterprise Inc 46 0.00

115 ABIOMED Inc 13,761 0.01 (1,369) B&G Foods Inc 3,916 0.00(2,589) ABM Industries Inc 16,112 0.02 395 Balchem Corporation 3,748 0.00

70 Acadia Healthcare Company Inc 248 0.00 20 BancorpSouth Bank 37 0.00(4,370) ACADIA Pharmaceuticals Inc 12,103 0.01 (533) Bank of America Corporation 876 0.001,463 ACI Worldwide Inc 1,432 0.00 197 Bank of Hawaii Corporation 23 0.00

65 Activision Blizzard Inc 472 0.00 (898) Bank of New York Mellon Corporation /The 936 0.00(107) Acuity Brands Inc 2,443 0.00 (963) Bank of the Ozarks 1,545 0.00

1,459 Acxiom Corporation 2,549 0.00 511 Banner Corporation 935 0.00

143


Value Net Value Net


Contracts for difference (b) (continued) Contracts for difference (b) (continued)United States (continued) United States (continued)

1,424 Baxter International Inc 11,855 0.01 (270) Cincinnati Financial Corporation 492 0.00(1,569) Beacon Roofing Supply Inc 2,174 0.00 (904) Cinemark Holdings Inc 1,951 0.001,951 Bed Bath & Beyond Inc 1,214 0.00 140 Cintas Corporation 354 0.00

(220) Belden Inc 609 0.00 26 Cirrus Logic Inc 9 0.00(20) Bemis Company Inc 51 0.00 1,927 Cisco Systems Inc 7,779 0.01

751 Best Buy Company Inc 3,216 0.00 (460) Citigroup Inc 934 0.00(4,119) BGC Partners Inc 4,093 0.00 563 Citrix Systems Inc 4,218 0.00

117 Bio-Rad Laboratories Inc 3,035 0.00 753 CMS Energy Corporation 1,041 0.00390 Bio-Techne Corporation 167 0.00 (10) CNA Financial Corporation 11 0.00995 Black Knight Inc 3,333 0.00 68 CNX Resources Corporation 98 0.00399 Blackbaud Inc 1,330 0.00 (8,326) Coeur Mining Inc 584 0.00

8 Blackline Inc 28 0.00 (911) Cognex Corporation 1,894 0.00(61) BlackRock Inc 1,744 0.00 250 Cognizant Technology Solutions Corporation 753 0.00

(502) Bluebird Bio Inc 9,144 0.01 (250) Coherent Inc 3,781 0.00(926) Blueprint Medicines Corporation 10,713 0.01 (612) Colfax Corporation 836 0.00120 Boeing Co/The 2,803 0.00 932 Columbia Sportswear Company 13,415 0.01(673) BofI Holding Inc 121 0.00 (244) Comerica Inc 1,495 0.00

3 Booking Holdings Inc 634 0.00 635 Commerce Bancshares Inc/MO 1,502 0.002,182 Booz Allen Hamilton Holding Corporation 6,163 0.01 (991) Commercial Metals Company 1,473 0.00

(233) BorgWarner Inc 2,096 0.00 1,081 Community Bank System Inc 2,873 0.00128 Boston Beer Company Inc/The 7,904 0.01 (25) Compass Minerals International Inc 6 0.00

2,225 Boston Scientific Corporation 11,118 0.01 (72) Concho Resources Inc 708 0.00550 Bottomline Technologies de Inc 397 0.00 1,483 CONMED Corporation 20,335 0.02

36 Box Inc 134 0.00 890 ConocoPhillips 9,979 0.01632 Boyd Gaming Corporation 688 0.00 224 Continental Resources Inc/OK 2,901 0.00782 Bright Horizons Family Solutions Inc 4,445 0.00 2,835 Convergys Corporation 2,713 0.00(49) Brighthouse Financial Inc 395 0.00 45 Cooper Cos Inc/The 188 0.00

199 Brinker International Inc 820 0.00 (1,418) Cooper Tire & Rubber Company 1,591 0.00644 Broadridge Financial Solutions Inc 12,507 0.01 265 Cooper-Standard Holdings Inc 2,348 0.00

2,114 Brown & Brown Inc 2,235 0.00 1,099 Copart Inc 5,110 0.01364 Brunswick Corporation /DE 1,553 0.00 (452) Corcept Therapeutics Inc 963 0.00(148) Builders FirstSource Inc 29 0.00 886 CoreLogic Inc/United States 5,303 0.01

(1,186) Bunge Limited 1,196 0.00 240 Cornerstone OnDemand Inc 86 0.00234 Burlington Stores Inc 3,009 0.00 48 CoStar Group Inc 1,874 0.00408 BWX Technologies Inc 1,490 0.00 16 Costco Wholesale Corporation 158 0.00

(1,526) C&J Energy Services Inc 2,870 0.00 1,485 Cotiviti Holdings Inc 14,211 0.012,347 CA Inc 1,638 0.00 (6,991) Coty Inc 12,434 0.01

336 Cabot Corporation 313 0.00 11 Coupa Software Inc 143 0.00171 Cabot Microelectronics Corporation 1,379 0.00 1 Credit Acceptance Corporation 31 0.00

44 Cabot Oil & Gas Corporation 30 0.00 (1,289) Crown Holdings Inc 718 0.00414 CACI International Inc 4,338 0.00 32 CSX Corporation 208 0.00

1,097 Cadence Design Systems Inc 2,723 0.00 (50) Cullen/Frost Bankers Inc 326 0.00(10,436) Caesars Entertainment Corporation 15,050 0.02 243 Curtiss-Wright Corporation 296 0.00

(11) California Water Service Group 3 0.00 (107) Dana Inc 627 0.00(1,962) Callon Petroleum Company 398 0.00 802 Danaher Corporation 1,779 0.00

70 Cambrex Corporation 369 0.00 14 Darden Restaurants Inc 262 0.00(63) Capital One Financial Corporation 238 0.00 72 Dave & Buster's Entertainment Inc 497 0.00

(368) Carpenter Technology Corporation 548 0.00 129 DaVita Inc 672 0.00154 Cars.com Inc 481 0.00 182 Deckers Outdoor Corporation 1,358 0.00(140) Carter's Inc 170 0.00 (264) Deere & Company 4,331 0.00

41 Casey's General Stores Inc 168 0.00 170 Delek US Holdings Inc 2,171 0.00266 Catalent Inc 481 0.00 575 Dell Technologies Inc Class V 6,644 0.01(404) Cboe Global Markets Inc 5,855 0.01 174 DexCom Inc 1,288 0.00

(64) CBRE Group Inc 46 0.00 634 Diamond Offshore Drilling Inc 1,328 0.00525 CDW Corporation /DE 2,621 0.00 142 Dick's Sporting Goods Inc 198 0.00570 Celanese Corporation 3,261 0.00 71 Dillard's Inc 1,004 0.00662 Centene Corporation 14,580 0.01 397 Dollar General Corporation 1,185 0.00(765) Centennial Resource Development Inc/DE 318 0.00 (668) Dominion Energy Inc 3,196 0.00

1,769 CenterPoint Energy Inc 2,193 0.00 16 Domino's Pizza Inc 650 0.00(3,972) Century Aluminum Company 7,305 0.01 (35) Dorman Products Inc 9 0.00

(145) CenturyLink Inc 11 0.00 211 DowDuPont Inc 467 0.00(932) Ceridian HCM Holding Inc 2,692 0.00 114 Dril-Quip Inc 614 0.00120 Cerner Corporation 66 0.00 624 Dropbox Inc 1,503 0.00

88 CF Industries Holdings Inc 479 0.00 216 DSW Inc 213 0.00420 CH Robinson Worldwide Inc 312 0.00 (365) DTE Energy Company 426 0.00456 Charles River Laboratories International Inc 2,992 0.00 165 Dunkin' Brands Group Inc 755 0.00(566) Charles Schwab Corporation /The 568 0.00 (725) Dycom Industries Inc 230 0.00571 Cheesecake Factory Inc/The 2,086 0.00 5 E*TRADE Financial Corporation 14 0.00

21 Chegg Inc 32 0.00 (262) Eagle Materials Inc 757 0.00288 Chemed Corporation 12,516 0.01 20 East West Bancorp Inc 2 0.00(56) Chemical Financial Corporation 5 0.00 513 Eastman Chemical Company 589 0.00

(698) Chemours Company 4,092 0.00 (143) Eaton Vance Corporation 548 0.0023 Cheniere Energy Inc 63 0.00 (429) EchoStar Corporation 2,027 0.00

297 Chevron Corporation 2,852 0.00 446 Edwards Lifesciences Corporation 11,211 0.01(122) Children's Place Inc/The 428 0.00 377 El Paso Electric Company 2,645 0.00

1 Chipotle Mexican Grill Inc 10 0.00 (9) Eldorado Resorts Inc 17 0.0078 Churchill Downs Inc 274 0.00 150 Electronic Arts Inc 2,329 0.0073 Ciena Corporation 104 0.00 687 Eli Lilly & Company 2,969 0.0011 Cimarex Energy Company 36 0.00 (98) Ellie Mae Inc 419 0.00

144


Value Net Value Net


Contracts for difference (b) (continued) Contracts for difference (b) (continued)United States (continued) United States (continued)

240 Enanta Pharmaceuticals Inc 3,578 0.00 (836) GTT Communications Inc 3,731 0.001,870 Encompass Health Corporation 21,081 0.02 518 Guess? Inc 634 0.001,028 Energen Corporation 10,805 0.01 (14) Guidewire Software Inc 61 0.00

404 EnerSys 758 0.00 1,060 Haemonetics Corporation 8,835 0.011,087 EnLink Midstream LLC 1,768 0.00 (2,594) Hain Celestial Group Inc/The 2,591 0.00

(594) EnPro Industries Inc 1,850 0.00 320 Halliburton Company 329 0.00662 Entegris Inc 2,466 0.00 555 Halyard Health Inc 5,779 0.01860 Envision Healthcare Corporation 3,709 0.00 258 Hanesbrands Inc 1,003 0.00248 EOG Resources Inc 1,628 0.00 382 Hanover Insurance Group Inc/The 2,706 0.00

7 EPAM Systems Inc 15 0.00 250 Harley-Davidson Inc 170 0.0061 Equifax Inc 312 0.00 (34) Harsco Corporation 23 0.00(83) Estee Lauder Cos Inc/The 191 0.00 (209) Hartford Financial Services Group Inc/The 452 0.00

667 Etsy Inc 8,409 0.01 (950) Hawaiian Holdings Inc 1,453 0.00490 Euronet Worldwide Inc 1,307 0.00 780 HCA Healthcare Inc 7,750 0.01106 Evercore Inc 431 0.00 1,294 HD Supply Holdings Inc 5,070 0.01612 Evergy Inc 1,801 0.00 7 Healthcare Services Group Inc 18 0.00(286) Exelixis Inc 1,997 0.00 701 HealthEquity Inc 5,286 0.01936 ExlService Holdings Inc 237 0.00 (1,960) Heartland Express Inc 2,103 0.00

4 Expedia Group Inc 15 0.00 (11,334) Hecla Mining Company 2,982 0.00596 Expeditors International of Washington Inc 4,397 0.00 495 HEICO Corporation 480 0.00

1,232 Express Scripts Holding Company 7,676 0.01 379 Henry Schein Inc 169 0.00411 Exxon Mobil Corporation 1,011 0.00 724 Herbalife Nutrition Limited 2,419 0.00351 F5 Networks Inc 7,639 0.01 (5,494) Hertz Global Holdings Inc 18,515 0.02143 Facebook Inc 2,690 0.00 484 Hexcel Corporation 133 0.00(108) FactSet Research Systems Inc 40 0.00 977 Hillenbrand Inc 1,644 0.00211 Fair Isaac Corporation 5,377 0.01 813 Hill-Rom Holdings Inc 1,623 0.00(531) Fastenal Company 1,320 0.00 (830) Hilltop Holdings Inc 1,235 0.00226 FCB Financial Holdings Inc 947 0.00 3,411 HMS Holdings Corporation 4,606 0.00(92) FedEx Corporation 1,601 0.00 789 HollyFrontier Corporation 13,226 0.01(34) Ferro Corporation 120 0.00 16 Home Depot Inc/The 182 0.00

503 Fidelity National Information Services Inc 4,832 0.00 341 Hormel Foods Corporation 198 0.00(23) FireEye Inc 79 0.00 2,920 HP Inc 7,181 0.01

2,959 First Data Corporation 10,332 0.01 3 HubSpot Inc 46 0.00399 First Financial Bankshares Inc 1,150 0.00 347 Humana Inc 9,378 0.01

2,399 First Hawaiian Inc 1,826 0.00 (1,442) Huntington Bancshares Inc/OH 330 0.00(1,861) First Horizon National Corporation 2,714 0.00 1,173 Hyatt Hotels Corporation 324 0.00

282 First Midwest Bancorp Inc/IL 252 0.00 (130) IAC/InterActive Corporation 698 0.00(450) First Solar Inc 7,210 0.01 (444) IBERIABANK Corporation 656 0.00696 FirstCash Inc 8,583 0.01 224 ICU Medical Inc 6,228 0.01401 Fiserv Inc 537 0.00 617 IDA Corporation Inc 1,238 0.00

93 Five Below Inc 2,123 0.00 216 IDEX Corporation 1,697 0.00128 FleetCor Technologies Inc 819 0.00 285 IDEXX Laboratories Inc 8,013 0.01

61 FLIR Systems Inc 31 0.00 (1,276) II-VI Inc 1,780 0.007 Floor & Decor Holdings Inc 24 0.00 73 Illumina Inc 3,767 0.00

(920) Flowserve Corporation 2,012 0.00 595 Imperva Inc 721 0.00(1,579) FNB Corporation /PA 489 0.00 (463) Incyte Corporation 3,414 0.00

101 Foot Locker Inc 194 0.00 537 Ingersoll-Rand Plc 468 0.00(85) Ford Motor Company 21 0.00 264 Innospec Inc 1,664 0.00

1,338 Fortinet Inc 16,431 0.02 160 Inogen Inc 10,224 0.01358 Fortive Corporation 39 0.00 (1,685) Inphi Corporation 196 0.00372 Forward Air Corporation 763 0.00 (3,245) Insmed Inc 14,065 0.01(473) Franklin Resources Inc 544 0.00 790 Insperity Inc 24,428 0.02

67 Freeport-McMoRan Inc 19 0.00 (894) Installed Building Products Inc 1,722 0.00(63) Fresh Del Monte Produce Inc 104 0.00 567 Integer Holdings Corporation 3,756 0.00

1,021 FTI Consulting Inc 11,821 0.01 785 Integra LifeSciences Holdings Corporation 5,133 0.01(1,726) Fulton Financial Corporation 1,560 0.00 290 Intel Corporation 263 0.00

142 Gap Inc/The 256 0.00 211 Intercontinental Exchange Inc 650 0.00(28) Gardner Denver Holdings Inc 63 0.00 136 InterDigital Inc/PA 783 0.00

(1,555) Gates Industrial Corporation Plc 1,434 0.00 (84) International Flavors & Fragrances Inc 44 0.00(561) GCP Applied Technologies Inc 1,035 0.00 (551) International Paper Company 933 0.00692 Generac Holdings Inc 3,327 0.00 1,720 Interpublic Group of Cos Inc/The 962 0.00

(4,508) General Electric Company 3,371 0.00 (5,517) Intrexon Corporation 742 0.00(1,318) General Motors Company 1,272 0.00 287 Intuit Inc 3,550 0.00

19 Genesee & Wyoming Inc 163 0.00 52 Intuitive Surgical Inc 3,074 0.001,575 Gentex Corporation 77 0.00 (1,971) Invesco Limited 3,237 0.00

4 Genuine Parts Company 4 0.00 (503) Ionis Pharmaceuticals Inc 2,885 0.001,920 Globus Medical Inc 5,792 0.01 406 IQVIA Holdings Inc 237 0.00

134 GoDaddy Inc 196 0.00 (729) Itron Inc 1,277 0.00(94) Goldman Sachs Group Inc/The 3,770 0.00 269 ITT Inc 70 0.00

(603) Goodyear Tire & Rubber Company 1,457 0.00 181 J&J Snack Foods Corporation 1,758 0.00672 Graco Inc 342 0.00 640 j2 Global Inc 2,115 0.00(759) GrafTech International Limited 595 0.00 (702) Jabil Inc 104 0.00

59 Graham Holdings Company 590 0.00 411 Jack Henry & Associates Inc 4,376 0.00292 Grand Canyon Education Inc 995 0.00 24 Jack in the Box Inc 59 0.00(95) Great Western Ban Corporation Inc 311 0.00 103 Jagged Peak Energy Inc 107 0.00

152 Green Dot Corporation 1,797 0.00 155 JB Hunt Transport Services Inc 941 0.00(143) Group 1 Automotive Inc 830 0.00 (1,763) Jefferies Financial Group Inc 1,189 0.00972 Groupon Inc 97 0.00 (616) JELD-WEN Holding Inc 2,020 0.00

2 GrubHub Inc 5 0.00 (511) John Bean Technologies Corporation 7,519 0.01

145


Value Net Value Net

Nominal Description US$ Assets Nominal Description US$ AssetsContracts for difference (b) (continued) Contracts for difference (b) (continued)United States (continued) United States (continued)

(727) Johnson Controls International Plc 2,605 0.00 7 Moody's Corporation 24 0.00(62) Jones Lang LaSalle Inc 259 0.00 210 Motorola Solutions Inc 1,533 0.00

2,846 Juniper Networks Inc 3,998 0.00 224 MSA Safety Inc 3,862 0.00479 Kaiser Aluminum Corporation 662 0.00 15 MSCI Inc 325 0.00

35 Kansas City Southern 51 0.00 2,339 MSG Networks Inc 3,961 0.001,491 KAR Auction Services Inc 3,732 0.00 705 Mueller Water Products Inc 398 0.00

119 KB Home 84 0.00 29 Murphy Oil Corporation 50 0.001,285 KBR Inc 2,888 0.00 418 Murphy USA Inc 2,459 0.00(1,494) Keane Group Inc 1,463 0.00 (488) Mylan NV 1,072 0.00

247 Kellogg Company 1,561 0.00 (709) MyoKardia Inc 422 0.00328 Kemper Corporation 6,161 0.01 506 Myriad Genetics Inc 3,802 0.00(512) Kennametal Inc 3,282 0.00 18 Nasdaq Inc 65 0.00

(2,522) Key Corporation 1,054 0.00 3 National Beverage Corporation 11 0.0040 Kinder Morgan Inc/DE 67 0.00 641 National Fuel Gas Company 1,062 0.00

(1,378) Knight-Swift Transportation Holdings Inc 6,169 0.01 124 National Oilwell Varco Inc 508 0.00901 Kohl's Corporation 8,808 0.01 (51) Navient Corporation 21 0.00591 Korn/Ferry International 8,276 0.01 (512) NCR Corporation 319 0.00219 Kroger Company 531 0.00 (811) Nektar Therapeutics 13,548 0.01

58 L Brands Inc 32 0.00 1,086 Neogen Corporation 9,220 0.01110 L3 Technologies Inc 505 0.00 1,010 NetApp Inc 11,042 0.01422 Laboratory Corporation of America Holdings 6,694 0.01 1 Netflix Inc 55 0.00

11 Lam Research Corporation 66 0.00 231 NETGEAR Inc 867 0.0011 Lamb Weston Holdings Inc 3 0.00 1,516 NetScout Systems Inc 3,459 0.00

502 Landstar System Inc 1,471 0.00 592 New Jersey Resources Corporation 1,953 0.00(68) Laredo Petroleum Inc 1 0.00 398 New Relic Inc 9,930 0.01

1,575 Las Vegas Sands Corporation 2,570 0.00 (2,267) New York Community Bancorp Inc 1,689 0.00289 La-Z-Boy Inc 41 0.00 (2,914) Newell Brands Inc 1,534 0.00175 Lear Corporation 827 0.00 262 Newfield Exploration Company 295 0.00(236) Leggett & Platt Inc 285 0.00 (1) NewMarket Corporation 9 0.00(344) LendingTree Inc 23,102 0.02 (308) Newmont Mining Corporation 492 0.00(338) Lennar Corporation 1,390 0.00 192 NextEra Energy Inc 2,049 0.00389 LHC Group Inc 4,553 0.00 157 NIKE Inc 1,210 0.00(781) Liberty Broadband Corporation 1,939 0.00 (281) Nordson Corporation 92 0.00669 Liberty Media Corporation -Liberty SiriusXM_CSFB 2516 0.00 346 Nordstrom Inc 1,006 0.00478 Liberty Media Corporation -Liberty SiriusXM_CSFB 115 0.00 288 Norfolk Southern Corporation 1,712 0.00(38) Liberty Media Corporation -Liberty SiriusXM_CSFB 20 0.00 34 Northern Trust Corporation 84 0.00

639 LifePoint Health Inc 1,367 0.00 2,644 Northwest Bancshares Inc 949 0.00(638) Lincoln National Corporation 3,614 0.00 219 NorthWestern Corporation 752 0.00

(21) Lions Gate Entertainment Corporation 39 0.00 230 Nu Skin Enterprises Inc 1,614 0.00(200) Lithia Motors Inc 1,157 0.00 198 Nuance Communications Inc 76 0.00

(71) Loews Corporation 79 0.00 (159) Nucor Corporation 88 0.002,160 Louisiana-Pacific Corporation 450 0.00 416 NuVasive Inc 375 0.00

210 Lowe's Cos Inc 1,390 0.00 (1) NVIDIA Corporation 19 0.00564 LyondellBasell Industries NV 3,458 0.00 391 Occidental Petroleum Corporation 6,234 0.01

(1,285) Macquarie Infrastructure Corporation 144 0.00 463 OGE Energy Corporation 948 0.00766 Macy's Inc 7,489 0.01 17 Okta Inc 18 0.00858 Magellan Health Inc 3,182 0.00 228 Old Dominion Freight Line Inc 1,601 0.00441 Manhattan Associates Inc 1,822 0.00 1,397 Old National Ban Corporation /IN 1,367 0.00(259) ManpowerGroup Inc 2,586 0.00 (229) Old Republic International Corporation 199 0.00

(66) Markel Corporation 3,552 0.00 306 Ollie's Bargain Outlet Holdings Inc 1,608 0.00(151) Marriott Vacations Worldwide Corporation 531 0.00 641 Omnicom Group Inc 2,525 0.00304 Marsh & McLennan Cos Inc 45 0.00 702 ONE Gas Inc 1,575 0.00649 Masimo Corporation 4,428 0.00 119 ONEOK Inc 1,232 0.00(14) Matador Resources Company 28 0.00 95 O'Reilly Automotive Inc 1,911 0.00

477 Match Group Inc 1,436 0.00 (955) Ormat Technologies Inc 3,633 0.00490 Maxim Integrated Products Inc 2,010 0.00 (204) Oshkosh Corporation 1,407 0.00

(3,614) MaxLinear Inc 20,445 0.02 (483) Owens Corning 593 0.00480 MB Financial Inc 2,625 0.00 (108) Owens-Illinois Inc 354 0.00(424) McDermott International Inc 657 0.00 (463) Pacific Premier Ban Corporation Inc 1,482 0.00

1,123 MDU Resources Group Inc 515 0.00 (865) Pacira Pharmaceuticals Inc/DE 3,845 0.00505 Merck & Company Inc 2,837 0.00 66 Palo Alto Networks Inc 1,331 0.00(921) Mercury General Corporation 1,560 0.00 (571) Papa John's International Inc 4,360 0.00

(1,083) Mercury Systems Inc 8,036 0.01 (80) Parker-Hannifin Corporation 1,672 0.001,638 Merit Medical Systems Inc 6,012 0.01 3,473 Party City Holdco Inc 392 0.00

(905) Meritage Homes Corporation 818 0.00 (1,985) Patterson-UTI Energy Inc 1,923 0.00(27) Meritor Inc 1 0.00 1,151 Paychex Inc 4,452 0.00

(5) MetLife Inc 11 0.00 653 Paylocity Holding Corporation 6,007 0.01(2,104) MGM Resorts International 6,469 0.01 7 PayPal Holdings Inc 23 0.00

343 Michaels Cos Inc/The 174 0.00 444 PBF Energy Inc 4,948 0.00(73) Micron Technology Inc 531 0.00 1,441 Peabody Energy Corporation 7,661 0.01

743 Microsoft Corporation 3,461 0.00 (430) Pegasystems Inc 2,663 0.00(174) Middleby Corporation /The 435 0.00 1,721 Penn National Gaming Inc 7,490 0.01346 Minerals Technologies Inc 1,777 0.00 769 Penske Automotive Group Inc 1,117 0.00(109) Mohawk Industries Inc 458 0.00 3 Penumbra Inc 40 0.00642 Molina Healthcare Inc 10,317 0.01 1,372 Performance Food Group Company 2,255 0.00(469) Momenta Pharmaceuticals Inc 748 0.00 1,994 Pfizer Inc 1,356 0.00

1,186 Mondelez International Inc 264 0.00 (1,639) PG&E Corporation 2,183 0.00653 Monro Inc 2,035 0.00 (192) Philip Morris International Inc 75 0.00

10 Monster Beverage Corporation 11 0.00 540 Phillips 66 5,070 0.01

146


Value Net Value Net


(2,434) Pilgrim's Pride Corporation 4,634 0.00 698 ServiceMaster Global Holdings Inc 5,507 0.012,354 Pinnacle Entertainment Inc 1,496 0.00 (2) Shutterfly Inc 163 0.00

(661) Pinnacle Financial Partners Inc 2,308 0.00 113 Shutterstock Inc 40 0.00686 Pinnacle Foods Inc 4,969 0.00 (425) Signature Bank/New York NY 1,984 0.00

23 Pioneer Natural Resources Company 28 0.00 (76) Silgan Holdings Inc 30 0.00(6,577) Pitney Bowes Inc 4,591 0.00 414 Simpson Manufacturing Company Inc 1,164 0.00

661 Planet Fitness Inc 2,988 0.00 6,473 Sirius XM Holdings Inc 1,657 0.00789 Plantronics Inc 12,081 0.01 827 Six Flags Entertainment Corporation 4,288 0.00

46 Plexus Corporation 126 0.00 (14) SkyWest Inc 55 0.00(185) PNC Financial Services Group Inc/The 1,868 0.00 (149) Skyworks Solutions Inc 96 0.00121 Polaris Industries Inc 836 0.00 (27) SLM Corporation 4 0.00700 PolyOne Corporation 718 0.00 45 Snap Inc 98 0.00100 Pool Corporation 1,851 0.00 (18) Snap-on Inc 11 0.00350 Portland General Electric Company 900 0.00 548 Sonoco Products Company 439 0.00

(2,052) Portola Pharmaceuticals Inc 6,704 0.01 321 Sotheby's 199 0.007 PPG Industries Inc 6 0.00 517 South Jersey Industries Inc 94 0.00

89 PRA Health Sciences Inc 575 0.00 11 South State Corporation 2 0.00468 Praxair Inc 4,034 0.00 (382) Southwest Airlines Company 689 0.00

2,735 Premier Inc 12,267 0.01 163 Southwestern Energy Company 103 0.00663 Prestige Brands Holdings Inc 2,748 0.00 15 Spirit AeroSystems Holdings Inc 199 0.00

27 Primerica Inc 98 0.00 (2,587) Spirit Airlines Inc 3,780 0.00(7) Principal Financial Group Inc 21 0.00 92 Sprouts Farmers Market Inc 73 0.00

(1,444) ProAssurance Corporation 9,851 0.01 87 SS&C Technologies Holdings Inc 129 0.00437 Procter & Gamble Co/The 1,732 0.00 31 Stamps.com Inc 1,012 0.00193 Progress Software Corporation 98 0.00 (172) Stanley Black & Decker Inc 1,401 0.00(68) Progressive Corporation /The 148 0.00 683 Steel Dynamics Inc 1,338 0.00

(167) Proofpoint Inc 436 0.00 (602) Stericycle Inc 800 0.00205 Prospect Capital Corporation 3 0.00 1,149 Steven Madden Limited 8,294 0.01(58) Proto Labs Inc 158 0.00 (611) Stifel Financial Corporation 3,923 0.00

(234) Prudential Financial Inc 1,564 0.00 207 Stryker Corporation 2,076 0.0090 PTC Inc 827 0.00 (1,023) Summit Materials Inc 4,344 0.00

220 PVH Corporation 148 0.00 (18) SunTrust Banks Inc 54 0.00(310) Q2 Holdings Inc 37 0.00 (736) Symantec Corporation 4,484 0.00(724) QUALCOMM Inc 906 0.00 17 Synaptics Inc 43 0.00420 Qualys Inc 4,591 0.00 (146) SYNNEX Corporation 266 0.00(330) Quanta Services Inc 44 0.00 635 Synovus Financial Corporation 1,991 0.00750 Quest Diagnostics Inc 7,231 0.01 2,701 Syntel Inc 11,703 0.01308 Quidel Corporation 1,976 0.00 512 Sysco Corporation 2,799 0.00

(2,343) Radian Group Inc 439 0.00 13 T Rowe Price Group Inc 89 0.00(2,841) Radius Health Inc 1,628 0.00 5 Tableau Software Inc 66 0.00

480 Ralph Lauren Corporation 7,383 0.01 (4,887) Tahoe Resources Inc 277 0.00(407) Raymond James Financial Inc 719 0.00 10 Take-Two Interactive Software Inc 95 0.00272 RBC Bearings Inc 156 0.00 (371) Tapestry Inc 657 0.00

(1,498) Realogy Holdings Corporation 2,738 0.00 734 Target Corporation 3,510 0.0047 Redfin Corporation 58 0.00 507 TCF Financial Corporation 452 0.00

831 Regal Beloit Corporation 3,474 0.00 (765) TD Ameritrade Holding Corporation 3,186 0.00(17) Regeneron Pharmaceuticals Inc 675 0.00 306 Teledyne Technologies Inc 1,331 0.00

(5) Reinsurance Group of America Inc 41 0.00 123 Teleflex Inc 1,349 0.00580 Reliance Steel & Aluminum Co 427 0.00 196 Telephone & Data Systems Inc 279 0.00881 Republic Services Inc 3,099 0.00 441 Teradata Corporation 1,386 0.00669 ResMed Inc 7,531 0.01 191 Teradyne Inc 3 0.00

(5,862) REV Group Inc 22,050 0.02 284 Terex Corporation 178 0.001,123 Rexnord Corporation 281 0.00 (2,098) TESARO Inc 17,410 0.02

81 RH 3,803 0.00 848 Tetra Tech Inc 7,186 0.01801 RLI Corporation 1,613 0.00 (119) Texas Capital Bancshares Inc 128 0.00859 Robert Half International Inc 4,193 0.00 131 Texas Instruments Inc 805 0.00(382) Rogers Corporation 902 0.00 231 Texas Roadhouse Inc 2,167 0.00914 Rollins Inc 2,562 0.00 101 Thermo Fisher Scientific Inc 1,216 0.00

61 Roper Technologies Inc 591 0.00 31 Thomson Reuters Corporation 44 0.00468 Ross Stores Inc 1,970 0.00 328 Tiffany & Company 9,592 0.01

65 Rowan Cos Plc 90 0.00 (346) Timken Company 1,424 0.00126 Royal Gold Inc 750 0.00 633 TJX Cos Inc/The 8,089 0.01

1,061 RPM International Inc 9,292 0.01 (744) T-Mobile US Inc 677 0.007 S&P Global Inc 47 0.00 266 TopBuild Corporation 173 0.00

2,626 Sabre Corporation 4,161 0.00 490 Total System Services Inc 1,692 0.00578 Saia Inc 5,396 0.01 130 Tractor Supply Company 989 0.00

5 salesforce.com Inc 65 0.00 4 Trade Desk Inc/The 80 0.00395 Sally Beauty Holdings Inc 131 0.00 71 TransDigm Group Inc 1,702 0.00

(5,571) Sangamo Therapeutics Inc 19,870 0.02 771 TransUnion 8,416 0.01(32) Sanmina Corporation 28 0.00 4,328 Travelport Worldwide Limited 17,560 0.02

151 Schlumberger Limited 177 0.00 765 Tribune Media Company 175 0.0010 Schneider National Inc 3 0.00 (292) Trimble Inc 265 0.0037 Scientific Games Corporation 131 0.00 25 TriNet Group Inc 141 0.00

568 Seagate Technology Plc 4,079 0.00 16 TripAdvisor Inc 220 0.00394 Sealed Air Corporation 88 0.00 (44) Tronox Limited 19 0.00

1,927 Select Medical Holdings Corporation 860 0.00 1,053 Trustmark Corporation 536 0.00(68) Selective Insurance Group Inc 129 0.00 (1,279) Tupperware Brands Corporation 3,977 0.00

(7) Sensata Technologies Holding Plc 13 0.00 9 Twilio Inc 23 0.0075 Sensient Technologies Corporation 296 0.00 28 Twitter Inc 327 0.00

147


Value Net Value Net


146 Tyler Technologies Inc 429 0.00 31 Zillow Group Inc 400 0.00105 Ubiquiti Networks Inc 1,039 0.00 101 Zimmer Biomet Holdings Inc 64 0.00

1,525 UGI Corporation 6,604 0.01 291 Zoetis Inc 1,024 0.00134 Ultimate Software Group Inc/The 1,477 0.00 11 Zscaler Inc 95 0.00512 UMB Financial Corporation 193 0.00 2,085,343 1.41

1,730 Umpqua Holdings Corporation 19 0.00411 UniFirst Corporation /MA 5,080 0.01 Total contracts for difference (b) 7,067,915 5.80313 Union Pacific Corporation 2,691 0.00

22 United Bankshares Inc/WV 5 0.00 Futures contracts (a)38 United Natural Foods Inc 85 0.00 Australia

(177) United Parcel Service Inc 38 0.00 101 Australian 10 Years Bond Futures September 2018 32,580 0.03(336) United Rentals Inc 4,964 0.00 338 Australian 3 Years Bond Futures September 2018 77,551 0.08(877) United States Steel Corporation 376 0.00 118 SPI 200 Index Futures September 2018 36,074 0.04131 United Technologies Corporation 133 0.00 146,205 0.15479 UnitedHealth Group Inc 9,384 0.01(15) Univar Inc 8 0.00 Canada

(899) Universal Display Corporation 8,225 0.01 252 Bank Acceptance Futures March 2019 11,080 0.01(210) Unum Group 348 0.00 130 Bank Acceptance Futures September 2019 10,395 0.01

1,198 Urban Outfitters Inc 4,961 0.00 21,475 0.021,293 US Foods Holding Corporation 4,922 0.00

(789) US Silica Holdings Inc 188 0.00 European Union97 Vail Resorts Inc 3,586 0.00 95 3 Month Euro EURIBOR Futures June 2020 34,399 0.03

404 Valero Energy Corporation 10,970 0.0188 Valmont Industries Inc 581 0.00 Germany

(1,705) Valvoline Inc 2,104 0.00 (10) DAX Index Futures September 2018 82,035 0.089 Varonis Systems Inc 15 0.00 84 Euro BOBL Bond Futures September 2018 20,251 0.02

412 Veeva Systems Inc 603 0.00 318 Euro BUND Bond Futures September 2018 648,206 0.65461 Verint Systems Inc 1,851 0.00 15 Euro BUXL 30 Years Bond Futures September 2018 55,692 0.06217 VeriSign Inc 5,431 0.01 159 Euro OAT Bond Futures September 2018 366,366 0.37369 Verisk Analytics Inc 1,958 0.00 (116) Euro STOXX 50 Index Futures September 2018 7,385 0.01103 Vertex Pharmaceuticals Inc 866 0.00 (2) Short Euro BTP Bond Futures September 2018 841 0.00691 VF Corporation 4,255 0.00 1,180,776 1.19(897) ViaSat Inc 2,515 0.00195 Viavi Solutions Inc 51 0.00 Hong Kong

(2,064) Virtu Financial Inc 10,083 0.01 3 Hang Seng Index Futures July 2018 4,684 0.001,143 Vishay Intertechnology Inc 4,224 0.004,186 Vistra Energy Corporation 5,864 0.01 Japan

348 VMware Inc 6,328 0.01 20 Japanese 10 Years Bond Futures September 2018 17,718 0.021,130 Vonage Holdings Corporation 495 0.00

(569) Voya Financial Inc 2,543 0.00 Netherlands(145) WABCO Holdings Inc 1,209 0.00 (14) Amsterdam Index Futures July 2018 8,792 0.01

(1,398) Waddell & Reed Financial Inc 1,677 0.00(169) WageWorks Inc 3,155 0.00(128) Walker & Dunlop Inc 87 0.00

Norway(79) OBX Index Futures July 2018 10,745 0.01

59 Walmart Inc 38 0.00205 Walt Disney Company 302 0.00

1,523 Washington Federal Inc 653 0.00Singapore

(164) FTSE China A50 Index Futures July 2018 14,605 0.0162 Watsco Inc 529 0.00 (68) Nikkei 225 SGX Index Futures September 2018 109,917 0.11

434 Watts Water Technologies Inc 1,801 0.00 124,522 0.12155 WD-40 Company 1,050 0.00(458) Webster Financial Corporation 162 0.00 South Korea

20 Weight Watchers International Inc 618 0.00 85 Korean 10 Years Bond Futures September 2018 72,643 0.07493 WellCare Health Plans Inc 24,117 0.02 398 Korean 3 Years Bond Futures September 2018 84,477 0.08

10 Wells Fargo & Company 13 0.00 (167) KOSPI2 Index Futures September 2018 316,717 0.32886 Wendy's Company 455 0.00 473,837 0.47(403) Werner Enterprises Inc 117 0.00763 West Pharmaceutical Services Inc 6,096 0.01 Switzerland

3,683 Western Union Company 2,246 0.00 24 Swiss Market IX Index Futures September 2018 15,444 0.02(170) WestRock Company 603 0.00188 WEX Inc 3,454 0.00 Thailand147 WGL Holdings Inc 97 0.00 (80) SET50 Index Futures September 2018 6,412 0.01(243) Whirlpool Corporation 2,195 0.00(293) Williams Cos Inc/The 25 0.00 Turkey794 Williams-Sonoma Inc 6,680 0.01 82 BIST 30 Index Futures August 2018 2,103 0.00

(9,754) WisdomTree Investments Inc 11,639 0.011,239 Wolverine World Wide Inc 3,696 0.00 United Kingdom

235 Woodward Inc 938 0.00 151 3 Month Euro EURIBOR Futures December 2018 686 0.00(747) World Fuel Services Corporation 1,744 0.00 108 3 Month Euro EURIBOR Futures March 2021 55,108 0.06126 Worldpay Inc 21 0.00 91 3 Month Euro EURIBOR Futures September 2019 23,804 0.02580 WR Berkley Corporation 13 0.00 60 90 Day Sterling Futures June 2020 7,294 0.01407 WR Grace & Company 1,453 0.00 119 90 Day Sterling Futures September 2019 8,730 0.01

63 WW Grainger Inc 3,038 0.00 118 FTSE 100 Index Futures September 2018 22,042 0.02(177) Wynn Resorts Limited 3,955 0.00 (33) Long Gilt Bond Futures September 2018 1,135 0.00(169) Xcel Energy Inc 200 0.00 118,799 0.12(586) Xerox Corporation 2,493 0.00

(5) XPO Logistics Inc 33 0.00 United States(782) Yelp Inc 3,106 0.00 108 90 Day Euro Dollar Futures December 2018 38 0.00(617) Yum China Holdings Inc 1,124 0.00 2 90 Day Euro Dollar Futures December 2020 550 0.00(144) Zebra Technologies Corporation 1,333 0.00 4 90 Day Euro Dollar Futures June 2020 200 0.00

148


Value Net Value Net

Nominal Description US$ Assets Nominal Description US$ AssetsFutures contracts (a) (continued) Option contracts (b) (continued)United States (continued) South Korea

(8) Australian Dollar Currency Futures September 2018 4,050 0.00 5 Call on 302.5 KOSPI2 Index 07 December 2018 2,468 0.004 Dollar Index Currency Futures September 2018 3,043 0.00 6 Call on 302.5 KOSPI2 Index 07 December 2018 3,109 0.002 Euro Foreign Exchange Currency Futures September 2018 2,406 0.00 3 Call on 302.5 KOSPI2 Index 07 December 2018 1,117 0.00

(13) Japanese Yen Currency Futures September 2018 4,425 0.00 12 Call on 307.5 KOSPI2 Index 07 December 2018 2,046 0.004,210 0.00 6 Put on 285 KOSPI2 Index 08 September 2018 2,584 0.00(6) MSCI Emerging Market Index Futures September 2018

(3) MSCI Europe,Australia and Far East Index Futures September 2018 1,180 0.00 3 Put on 287. KOSPI2 Index 08 September 2018 1,561 0.00(76) S&P 500 E-mini Index Futures September 2018 146,677 0.15 12,885 0.0057 US Long Bond CBT Bond Futures September 2018 17,875 0.02

6 US Ultra Bond CBT Bond Futures September 2018 5,500 0.01 United States 190,154 0.18 149,820 AUD Call/USD Put K=0.7491 19 July 2018 404 0.00

152,940 AUD Call/USD Put K=0.7647 03 July 2018 9 0.00153,240 AUD Call/USD Put K=0.7662 03 July 2018 6 0.00

Total futures contracts 2,356,065 2.35 154,080 AUD Call/USD Put K=0.7704 03 July 2018 4 0.00144,780 AUD Put/USD Call K=0.7239 19 July 2018 308 0.00

Government bonds 148,440 AUD Put/USD Call K=0.7422 03 July 2018 951 0.00United States 148,580 AUD Put/USD Call K=0.7429 03 July 2018 1,052 0.00

4,000,000 United States Treasury Bill 0% 15/11/2018 # 3,969,920 3.99 149,200 AUD Put/USD Call K=0.746 03 July 2018 1,563 0.002,000,000 United States Treasury Bill 0% 16/08/2018 1,995,478 2.00 149,320 AUD Put/USD Call K=0.7466 03 July 2018 1,683 0.004,000,000 United States Treasury Bill 0% 18/10/2018 # 3,976,893 3.99 150,500 AUD Put/USD Call K=0.7525 05 July 2018 2,802 0.001,000,000 United States Treasury Bill 0% 25/10/2018 # 993,829 1.00 1,500 0.00

10,936,120 10.98 312 0.00

3 Call on 1.175 Euro Currency Options 06 July 2018 5 Call on 1.19 Euro Currency Options 06 July 2018 1 Call on 1715 RUY Index 20 July 2018 190 0.00

Total government bonds 10,936,120 10.98 228 0.0085 0.00

Option contracts (b)

2 Call on 1725 RUY Index 20 July 2018 1 Call on 1730 RUY Index 20 July 2018 1 Call on 1735 RUY Index 20 July 2018 73 0.00

European Union 238,800 EUR Call/USD Put K=1.194 05 July 2018 29 0.00100,000 EUR Call/GBP Put K=0.8849 05 July 2018 287 0.00 115,280 EUR Put/USD Call K=1.1528 05 July 2018 49 0.00100,000 EUR Call/GBP Put K=0.887 03 July 2018 112 0.00 231,880 EUR Put/USD Call K=1.1594 05 July 2018 227 0.00100,000 EUR Call/NOK Put K=9.6594 03 July 2018 37 0.00 116,240 EUR Put/USD Call K=1.1624 05 July 2018 175 0.00100,000 EUR Call/NOK Put K=9.6784 03 July 2018 36 0.00 133,000 GBP Call/USD Put K=1.33 31 July 2018 796 0.00100,000 EUR Call/SEK Put K=10.3878 05 July 2018 833 0.00 67,795 GBP Call/USD Put K=1.3559 03 July 2018 7 0.00100,000 EUR Call/SEK Put K=10.4114 05 July 2018 651 0.00 135,730 GBP Call/USD Put K=1.3573 05 July 2018 26 0.00100,000 EUR Call/SEK Put K=10.4199 05 July 2018 592 0.00 136,350 GBP Call/USD Put K=1.3635 05 July 2018 16 0.00200,000 EUR Put/GBP Call K=0.866 03 July 2018 18 0.00 136,520 GBP Call/USD Put K=1.3652 05 July 2018 13 0.00100,000 EUR Put/GBP Call K=0.8665 03 July 2018 11 0.00 128,850 GBP Put/USD Call K=1.2885 31 July 2018 228 0.00100,000 EUR Put/GBP Call K=0.8677 03 July 2018 16 0.00 65,670 GBP Put/USD Call K=1.3134 03 July 2018 54 0.00100,000 EUR Put/NOK Call K=9.4121 03 July 2018 40 0.00 65,705 GBP Put/USD Call K=1.3141 03 July 2018 61 0.00100,000 EUR Put/NOK Call K=9.423 03 July 2018 45 0.00 131,770 GBP Put/USD Call K=1.3177 05 July 2018 310 0.00100,000 EUR Put/SEK Call K=10.1013 05 July 2018 18 0.00 132,200 GBP Put/USD Call K=1.322 05 July 2018 506 0.00100,000 EUR Put/SEK Call K=10.1203 03 July 2018 4 0.00 132,330 GBP Put/USD Call K=1.3233 05 July 2018 580 0.00100,000 EUR Put/SEK Call K=10.1292 03 July 2018 4 0.00 137,620 NZD Call/USD Put K=0.6881 31 July 2018 526 0.00100,000 EUR Put/SEK Call K=10.1337 05 July 2018 24 0.00 68,870 NZD Call/USD Put K=0.6887 31 July 2018 248 0.00100,000 EUR Put/SEK Call K=10.1489 05 July 2018 24 0.00 142,500 NZD Call/USD Put K=0.7125 05 July 2018 4 0.00

2,752 0.00 142,880 NZD Call/USD Put K=0.7144 05 July 2018 4 0.00143,180 NZD Call/USD Put K=0.7159 05 July 2018 4 0.00

Hong Kong 132,700 NZD Put/USD Call K=0.6635 31 July 2018 498 0.001,836 0.00 66,390 NZD Put/USD Call K=0.6639 31 July 2018 257 0.001,466 0.00 68,720 NZD Put/USD Call K=0.6872 03 July 2018 1,051 0.00

580 0.00 68,770 NZD Put/USD Call K=0.6877 03 July 2018 1,099 0.00459 0.00 138,160 NZD Put/USD Call K=0.6908 05 July 2018 2,811 0.00363 0.00 138,560 NZD Put/USD Call K=0.6928 05 July 2018 3,204 0.00210 0.00 138,880 NZD Put/USD Call K=0.6944 05 July 2018 3,516 0.00153 0.00 37 0.00

2 Call on 11200 HSCEI Index 30 July 2018 2 Call on 11300 HSCEI Index 30 July 2018 1 Call on 11400 HSCEI Index 30 July 2018 1 Call on 11500 HSCEI Index 30 July 2018 1 Call on 11600 HSCEI Index 30 July 2018 1 Call on 11800 HSCEI Index 30 July 2018 1 Call on 11900 HSCEI Index 30 July 2018 3 Call on 29400 HSI Index 30 July 2018 6,233 0.01 94 0.00

3,340 0.00

3 Put on 1.14 Euro Currency Options 06 July 20185 Put on 1.145 Euro Currency Options 06 July 20181 Put on 129.5 British Pound Currency Options 06 July 2018 19 0.00

1,326 0.00 940 0.002,078 0.00 990 0.00

809 0.00 1,202 0.00

2 Call on 29600 HSI Index 30 July 2018 1 Call on 29800 HSI Index 30 July 2018 2 Call on 30000 HSI Index 30 July 2018 1 Call on 30200 HSI Index 30 July 2018 1 Call on 30400 HSI Index 30 July 2018 618 0.00 1,240 0.00

1,096 0.00 1,587 0.00797 0.00 3,740 0.00962 0.00

1 Put on 1595 RUY Index 20 July 2018 1 Put on 1600 RUY Index 20 July 2018 1 Put on 1610 RUY Index 20 July 2018 1 Put on 1615 RUY Index 20 July 2018 1 Put on 1625 RUY Index 20 July 2018 2 Put on 1635 RUY Index 20 July 2018 1 Put on 6925 NDX Index 20 July 2018 6,850 0.01

1,134 0.00 76,371 USD Call/CAD Put K=1.3094 03 July 2018 423 0.001,338 0.00 76,289 USD Call/CAD Put K=1.3108 03 July 2018 362 0.001,606 0.00 151,918 USD Call/CAD Put K=1.3165 03 July 2018 344 0.00

2 Put on 10200 HSCEI Index 30 July 2018 1 Put on 10400 HSCEI Index 30 July 2018 1 Put on 10500 HSCEI Index 30 July 2018 1 Put on 10600 HSCEI Index 30 July 2018 1 Put on 10700 HSCEI Index 30 July 2018 1 Put on 10800 HSCEI Index 30 July 2018 1 Put on 10900 HSCEI Index 30 July 2018 1,906 0.00 73,997 USD Call/CAD Put K=1.3514 20 July 2018 62 0.00

994 0.00 147,831 USD Call/CAD Put K=1.3529 24 July 2018 138 0.001,160 0.00 181,703 USD Call/JPY Put K=110.07 03 July 2018 1,182 0.001,593 0.00 181,439 USD Call/JPY Put K=110.23 03 July 2018 955 0.002,791 0.00 180,914 USD Call/JPY Put K=110.55 03 July 2018 560 0.002,970 0.00 180,620 USD Call/JPY Put K=110.73 03 July 2018 383 0.004,053 0.00 96,860 USD Call/MXN Put K=20.6484 03 July 2018 169 0.002,358 0.00 96,260 USD Call/MXN Put K=20.7771 03 July 2018 150 0.002,740 0.00 71,100 USD Call/MXN Put K=21.097 05 July 2018 70 0.003,168 0.00 20,510 USD Call/TRY Put K=4.8757 06 July 2018 16 0.00

2 Put on 26000 HSI Index 30 July 2018 2 Put on 26200 HSI Index 30 July 2018 2 Put on 26600 HSI Index 30 July 2018 3 Put on 26800 HSI Index 30 July 2018 2 Put on 27400 HSI Index 30 July 2018 2 Put on 27800 HSI Index 30 July 2018 1 Put on 28000 HSI Index 30 July 2018 1 Put on 28200 HSI Index 30 July 2018 1 Put on 28400 HSI Index 30 July 2018 1 Put on 28800 HSI Index 30 July 2018 4,213 0.00 20,430 USD Call/TRY Put K=4.8948 05 July 2018 12 0.00

535 0.00 38,100 USD Call/ZAR Put K=13.1234 03 July 2018 1,660 0.002 Put on 9800 HSCEI Index 30 July 2018 2 Put on 9900 HSCEI Index 30 July 2018 650 0.00 38,050 USD Call/ZAR Put K=13.1406 03 July 2018 1,611 0.00

55,535 0.01 138,800 USD Call/ZAR Put K=14.4092 19 July 2018 519 0.00138,000 USD Call/ZAR Put K=14.4928 19 July 2018 424 0.00

149

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man AHL Multi Strategy Alternative (continued)Financial assets at fair value through profit or loss (continued) Fair % of

Value Net

Nominal Description US$ Assets

Option contracts (b) (continued)United States (continued)

157,604 USD Put/CAD Call K=1.269 06 July 2018 10 0.00156,458 USD Put/CAD Call K=1.2783 03 July 2018 5 0.00

76,266 USD Put/CAD Call K=1.3112 20 July 2018 448 0.00152,439 USD Put/CAD Call K=1.312 24 July 2018 1,003 0.00185,580 USD Put/JPY Call K=107.77 03 July 2018 32 0.00185,546 USD Put/JPY Call K=107.79 03 July 2018 32 0.00103,300 USD Put/MXN Call K=19.3611 03 July 2018 629 0.00

76,410 USD Put/MXN Call K=19.6309 05 July 2018 912 0.0022,380 USD Put/TRY Call K=4.4683 05 July 2018 33 0.00

149,400 USD Put/ZAR Call K=13.3869 19 July 2018 777 0.00148,400 USD Put/ZAR Call K=13.4771 19 July 2018 1,059 0.00

58,148 0.01

Total option contracts (b) 129,320 0.02

150


Forward currency contracts (note 4)* (b)Unrealised % of

gain Net

Amount Receivable Amount Payable Maturity Date Contracts US$ AssetsAUD1,075,662 £600,000 27 July 2018 8 1,650 0.00AUD600,000 JPY49,067,280 02 July 2018 1 235 0.00AUD200,000 JPY16,226,400 03 July 2018 2 1,237 0.00AUD2,100,000 JPY170,572,239 24 July 2018 18 9,132 0.01AUD1,900,000 NZD2,063,232 02 July 2018 11 6,895 0.01AUD900,000 NZD980,454 03 July 2018 9 1,144 0.00AUD7,600,000 NZD8,245,892 30 July 2018 43 32,916 0.03AUD12,700,000 US$9,326,824 02 July 2018 10 56,517 0.06AUD6,400,000 US$4,704,453 03 July 2018 2 24,150 0.02AUD19,507 US$14,339 12 July 2018 2 74 0.00AUD3,500,000 US$2,577,063 18 July 2018 35 9,045 0.01BRL1,300,000 US$335,771 02 August 2018 12 742 0.00BRL900,000 US$229,482 03 July 2018 7 4,327 0.00CAD769,590 €500,000 03 July 2018 2 1,146 0.00CAD1,231,478 €800,000 05 July 2018 5 1,841 0.00CAD1,703,845 €1,100,000 30 July 2018 5 8,662 0.01CAD6,700,000 US$5,063,104 03 July 2018 17 30,586 0.03CAD4,000,000 US$3,012,479 05 July 2018 33 28,641 0.03CHF2,447,814 €2,100,000 06 July 2018 24 13,455 0.01CHF2,300,000 US$2,312,818 02 July 2018 1 4,037 0.00CHF3,500,000 US$3,509,002 05 July 2018 30 17,447 0.02COP200,000,000 US$67,736 14 September 2018 1 119 0.00COP200,000,000 US$67,740 17 August 2018 2 203 0.00€700,000 AUD1,103,463 02 July 2018 7 2,166 0.00€300,000 AUD472,823 03 July 2018 3 1,019 0.00€5,500,000 AUD8,544,646 31 July 2018 52 122,999 0.12€2,900,000 CAD4,412,248 30 July 2018 26 37,791 0.04€100,000 CHF115,430 02 July 2018 1 503 0.00€400,000 CHF461,224 06 July 2018 4 2,502 0.00€2,800,000 £2,472,346 02 July 2018 13 5,285 0.01€13,500,000 £11,872,233 10 July 2018 138 92,380 0.09€5,500,000 HUF1,748,801,062 20 July 2018 55 219,502 0.22€700,000 JPY89,284,300 02 July 2018 7 11,227 0.01€400,000 JPY51,547,490 03 July 2018 3 1,651 0.00€2,900,000 JPY371,394,004 10 July 2018 28 33,116 0.03€700,000 NOK6,630,910 02 July 2018 3 3,788 0.00€400,000 NOK3,806,350 30 July 2018 1 496 0.00€200,000 PLN872,845 02 July 2018 2 415 0.00€296,661 PLN1,296,907 03 July 2018 8 44 0.00€5,200,000 PLN22,465,551 24 July 2018 58 79,902 0.08€900,000 PLN3,862,765 25 July 2018 9 20,708 0.02€700,000 RON3,259,682 20 July 2018 7 3,301 0.00€100,000 RON469,824 31 August 2018 4 18 0.00€1,900,000 SEK19,784,402 02 July 2018 13 6,786 0.01€100,000 SEK1,042,961 03 August 2018 1 166 0.00€8,300,000 SEK85,601,127 03 July 2018 72 121,909 0.12€4,900,000 US$5,694,746 02 July 2018 10 27,435 0.03€600,000 US$693,543 03 July 2018 1 7,180 0.01€1,706,971 US$1,979,383 12 July 2018 9 15,468 0.02€5,500,000 US$6,390,795 19 July 2018 73 40,223 0.04€54,596,408 US$63,862,512 31 July 2018 2 34,391 0.03£400,000 AUD710,940 02 July 2018 3 2,893 0.00£700,000 AUD1,245,874 03 July 2018 14 3,828 0.00£1,500,000 AUD2,646,168 27 July 2018 29 27,643 0.03£3,462,152 €3,900,000 02 July 2018 4 17,103 0.02£973,832 €1,100,000 03 July 2018 11 1,261 0.00£88,471 €100,000 10 July 2018 1 14 0.00£550,000 JPY79,748,056 02 July 2018 4 6,115 0.01£800,000 JPY116,407,095 03 July 2018 16 5,169 0.01£1,450,000 JPY209,810,994 26 July 2018 13 19,062 0.02£9,000,000 US$11,781,623 02 July 2018 62 102,158 0.10£3,550,000 US$4,648,886 03 July 2018 19 38,804 0.04£1,950,000 US$2,554,760 10 July 2018 6 20,991 0.02£306 US$404 31 July 2018 1 - 0.00HUF32,942,880 €100,000 20 July 2018 1 82 0.00INR5,000,000 US$72,900 05 July 2018 1 54 0.00INR12,500,000 US$181,773 23 July 2018 5 162 0.00JPY472,492,075 AUD5,700,000 24 July 2018 56 61,219 0.06JPY640,808,086 €4,900,000 10 July 2018 38 64,030 0.06JPY132,019,896 £900,000 26 July 2018 15 4,380 0.00JPY10,000,000 US$90,300 24 July 2018 1 136 0.00MXN24,000,000 US$1,203,397 02 July 2018 20 17,035 0.02MXN24,500,000 US$1,243,236 03 July 2018 5 2,423 0.00MXN110,590,733 US$5,519,784 27 July 2018 219 81,070 0.08NOK24,769,881 €2,590,598 30 July 2018 31 11,290 0.01NOK32,000,000 SEK34,692,360 03 August 2018 36 43,458 0.04NOK7,500,000 US$914,384 02 July 2018 10 5,927 0.01NOK18,068 US$2,206 12 July 2018 2 11 0.00

151


Forward currency contracts (note 4)* (b) (continued)Unrealised % of

gain Net

Amount Receivable Amount Payable Maturity Date Contracts US$ AssetsNOK5,500,000 US$673,075 26 July 2018 11 2,487 0.00NZD327,667 AUD300,000 03 July 2018 3 194 0.00NZD218,559 AUD200,000 30 July 2018 2 191 0.00NZD6,064,680 US$4,105,144 02 July 2018 5 948 0.00NZD200,000 US$135,205 03 July 2018 2 205 0.00NZD7,779 US$5,260 12 July 2018 2 6 0.00PEN750,000 US$228,277 13 August 2018 3 324 0.00PLN4,006 US$1,063 12 July 2018 2 6 0.00RON2,809,282 €600,000 20 July 2018 12 989 0.00RON470,333 €100,000 31 August 2018 1 109 0.00RON10,297 US$2,563 12 July 2018 1 13 0.00RUB10,000,000 US$158,203 10 August 2018 1 555 0.00SEK2,198,081 NOK2,000,000 02 July 2018 2 343 0.00SEK1,097,509 NOK1,000,000 03 August 2018 2 141 0.00SEK1,653,300 NOK1,500,000 03 July 2018 1 793 0.00SEK2,000,000 US$221,957 02 July 2018 4 1,656 0.00SEK2,500,000 US$278,848 03 July 2018 3 688 0.00SEK2,000,000 US$222,825 17 July 2018 4 1,042 0.00TRY600,000 US$130,346 02 July 2018 1 458 0.00TRY3,200,000 US$669,068 25 July 2018 38 21,610 0.02US$296,640 AUD400,000 02 July 2018 2 1,102 0.00US$3,103,334 AUD4,200,000 03 July 2018 3 188 0.00US$768,934 AUD1,012,132 12 July 2018 4 21,106 0.02US$23,452,071 AUD30,900,000 18 July 2018 315 620,455 0.62US$6,639,302 BRL25,000,000 02 August 2018 50 167,898 0.17US$17,059,901 BRL62,200,000 03 July 2018 353 901,162 0.90US$950,244 BRL3,600,000 05 September 2018 2 21,458 0.02US$1,218,761 CAD1,600,000 03 July 2018 14 2,357 0.00US$14,649,654 CAD18,900,000 05 July 2018 185 280,356 0.28US$2,226,065 CAD2,900,079 12 July 2018 2 20,928 0.02US$100,775 CHF100,000 03 July 2018 1 35 0.00US$16,538,722 CHF16,100,000 05 July 2018 102 317,058 0.32US$349 CHF345 12 July 2018 1 2 0.00US$629,373 CLP400,000,000 10 August 2018 14 14,938 0.02US$8,870,069 CLP5,450,000,000 11 July 2018 538 498,456 0.50US$696,494 CLP450,000,000 12 September 2018 7 5,276 0.01US$1,151,686 CNH7,500,000 19 July 2018 16 20,792 0.02US$343,141 COP1,000,000,000 17 August 2018 15 3,425 0.00US$6,668,139 €5,665,130 12 July 2018 2 47,582 0.05US$29,849,652 €25,000,000 19 July 2018 270 617,750 0.62US$23,740,477 £17,700,000 10 July 2018 233 360,586 0.36US$1,674,599 £1,255,085 12 July 2018 8 16,604 0.02US$474,203 HUF130,000,000 31 July 2018 11 12,101 0.01US$287,557 IDR4,000,000,000 09 July 2018 3 7,726 0.01US$691,575 ILS2,500,000 26 July 2018 9 7,281 0.01US$2,149,049 INR147,500,000 03 August 2018 3 5,596 0.01US$1,966,698 INR132,500,000 05 July 2018 23 33,418 0.03US$2,558,103 INR175,279,687 23 July 2018 19 6,958 0.01US$3,988,496 JPY440,000,000 02 July 2018 25 15,346 0.02US$4,969,658 JPY550,000,000 03 July 2018 16 2,897 0.00US$2,318,511 JPY255,566,900 12 July 2018 20 9,207 0.01US$29,227,247 JPY3,210,000,000 24 July 2018 278 197,429 0.20US$1,352,597 KRW1,441,096,997 12 July 2018 1 57,846 0.06US$228,681 MXN4,500,000 27 July 2018 8 778 0.00US$921,369 NOK7,500,000 02 July 2018 2 1,057 0.00US$61,369 NOK500,000 03 July 2018 1 12 0.00US$17,995 NOK145,385 12 July 2018 6 146 0.00US$3,400,296 NOK27,500,000 26 July 2018 41 22,491 0.02US$1,577,891 NZD2,327,215 02 July 2018 11 2,250 0.00US$2,665,390 NZD3,935,318 03 July 2018 31 985 0.00US$2,720 NZD3,930 12 July 2018 7 58 0.00US$12,311,795 NZD17,800,000 13 July 2018 124 260,243 0.26US$229,260 PEN750,000 13 August 2018 4 659 0.00US$2,038,198 PHP107,500,000 06 July 2018 3 25,466 0.03US$824 PLN3,041 12 July 2018 3 12 0.00 US$2,057,091 PLN7,500,000 25 July 2018 72 53,110 0.05 US$970,214 RUB60,000,000 10 August 2018 21 17,669 0.02 US$31,912 SEK282,378 12 July 2018 11 316 0.00 US$5,808,171 SEK50,500,000 17 July 2018 69 155,522 0.16 US$10,176,059 SGD13,600,000 16 July 2018 44 198,357 0.20 US$1,244,456 THB40,000,000 16 July 2018 4 36,613 0.04 US$656,237 TRY3,000,000 02 July 2018 4 2,219 0.00 US$1,189,943 TRY5,300,000 25 July 2018 27 46,007 0.05 US$1,153,446 TWD35,000,000 30 July 2018 6 2,256 0.00 US$2,481,556 ZAR34,000,000 03 July 2018 3 2,178 0.00 US$15,125,460 ZAR192,000,000 23 July 2018 509 1,161,076 1.17 ZAR1,500,000 US$108,482 02 July 2018 3 916 0.00 ZAR11,500,000 US$836,074 03 July 2018 23 2,537 0.00 ZAR3,500,000 US$252,097 23 July 2018 6 2,463 0.00



152

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man AHL Multi Strategy Alternative (continued)Financial liabilities at fair value through profit or loss



Contracts for difference Contracts for difference (continued)Argentina Bermuda

(323) Globant SA (4,173) (0.00) 1,254 Arch Capital Group Limited (49) (0.00)3 MercadoLibre Inc (116) (0.00) 1,028 Aspen Insurance Holdings Limited (2,310) (0.00)

(4,289) (0.00) (775) Assured Guaranty Limited (91) (0.00)251 Axis Capital Holdings Limited (481) (0.00)

Australia 24 Bank of NT Butterfield & Son Limited/The (51) (0.00)10,124 ALS Limited (1,159) (0.00) (12) Everest Re Group Limited (34) (0.00)

71 Altium Limited (58) (0.00) 1,863 Genpact Limited (5,556) (0.01)(2,410) Alumina Limited (604) (0.00) 740 Golar LNG Limited (2,486) (0.00)(2,255) APA Group (3,000) (0.00) (1,579) Hiscox Limited (183) (0.00)

(15,262) Atlas Arteria Limited (9,580) (0.01) 58 Marvell Technology Group Limited (22) (0.00)20,206 Aurizon Holdings Limited (2,348) (0.00) 406 RenaissanceRe Holdings Limited (2,134) (0.00)

5,155 Bank of Queensland Limited (7,548) (0.01) (13,397) (0.01)(20,889) Beach Energy Limited (7,320) (0.01)

239 Bendigo & Adelaide Bank Limited (39) (0.00) Canada(42) Blackmores Limited (413) (0.00) (1,484) Agnico Eagle Mines Limited (7,618) (0.01)

199 BlueScope Steel Limited (24) (0.00) (5,290) Alamos Gold Inc (1,380) (0.00)2,224 Brambles Limited (1,269) (0.00) (195) Bank of Montreal (213) (0.00)1,577 CIMIC Group Limited (6,201) (0.01) 950 Bank of Nova Scotia/The (5,777) (0.01)

629 Commonwealth Bank of Australia (1,280) (0.00) (3,476) Barrick Gold Corporation (2,066) (0.00)9,382 CSR Limited (2,509) (0.00) 1,208 BCE Inc (3,829) (0.00)

(329) Domino's Pizza Enterprises Limited (2,921) (0.00) 697 BlackBerry Limited (890) (0.00)(8,559) Downer EDI Limited (49) (0.00) (244) Brookfield Asset Management Inc (168) (0.00)(2,845) DuluxGroup Limited (308) (0.00) 34 Canadian Natural Resources Limited (47) (0.00)(6,782) Fairfax Media Limited (265) (0.00) (58) Canadian Pacific Railway Limited (304) (0.00)

31,283 Fortescue Metals Group Limited (8,290) (0.01) 74 Cenovus Energy Inc (22) (0.00)75 G8 Education Limited (5) (0.00) (2,690) Crescent Point Energy Corporation (1,346) (0.00)

17,709 Harvey Norman Holdings Limited (6,016) (0.01) (50) Enbridge Inc (135) (0.00)(5,582) Healthscope Limited (920) (0.00) (398) Encana Corporation (738) (0.00)

299 Iluka Resources Limited (103) (0.00) 94 Enerplus Corporation (27) (0.00)(11,005) Independence Group NL (3,980) (0.00) (322) Franco-Nevada Corporation (855) (0.00)

(1,008) Insurance Australia Group Limited (300) (0.00) 2,217 Gildan Activewear Inc (5,459) (0.01)4,024 JB Hi-Fi Limited (5,846) (0.01) (2,287) Gold Corporation Inc (1,250) (0.00)

495 Link Administration Holdings Limited (238) (0.00) 43 IAMGOLD Corporation (16) (0.00)(461) Magellan Financial Group Limited (161) (0.00) (173) Lululemon Athletica Inc (6,260) (0.01)

14,602 Medibank Pvt Limited (842) (0.00) 865 Manulife Financial Corporation (1,151) (0.00)37,314 Metcash Limited (14,067) (0.01) (921) Nutrien Limited (2,615) (0.00)

4,282 Mineral Resources Limited (5,087) (0.01) 181 Open Text Corporation (29) (0.00)91 National Australia Bank Limited (125) (0.00) (1,859) Pan American Silver Corporation (2,978) (0.00)

(3,725) NEXTDC Limited (357) (0.00) (24) Pembina Pipeline Corporation (30) (0.00)(14,890) Nufarm Limited (4,107) (0.00) (11,347) Pretium Resources Inc (225) (0.00)

(38) Orica Limited (1) (0.00) (1,019) Ritchie Bros Auctioneers Inc (3,425) (0.00)(1,907) Origin Energy Limited (1,479) (0.00) 821 Rogers Communications Inc (1,739) (0.00)

668 OZ Minerals Limited (360) (0.00) (26) Royal Bank of Canada (15) (0.00)2,829 Pendal Group Limited (2,292) (0.00) 1,030 Shaw Communications Inc (78) (0.00)

224 Perpetual Limited (1,612) (0.00) (457) Shopify Inc (12,280) (0.01)591 Qantas Airways Limited (79) (0.00) 1,041 Sun Life Financial Inc (807) (0.00)(897) QBE Insurance Group Limited (126) (0.00) 26 Suncor Energy Inc (18) (0.00)

(1,502) Qube Holdings Limited (215) (0.00) (169) Toronto-Dominion Bank/The (195) (0.00)1,388 Ramsay Health Care Limited (8,867) (0.01) (63,985) (0.05)(9,870) Saracen Mineral Holdings Limited (683) (0.00)

799 South32 Limited (143) (0.00) China6,753 Spark Infrastructure Group (252) (0.00) 5,500 3SBio Inc (399) (0.00)(1,249) Suncorp Group Limited (1,008) (0.00) 18,000 Agricultural Bank of China Limited (1,333) (0.00)

812 Super Retail Group Limited (236) (0.00) 500 Anhui Conch Cement Company Limited (268) (0.00)2,269 Sydney Airport (121) (0.00) 66,500 BAIC Motor Corporation Limited (10,814) (0.01)(3,542) Transurban Group (1,297) (0.00) 27,000 Bank of China Limited (1,203) (0.00)

949 Treasury Wine Estates Limited (146) (0.00) 34,000 Bank of Communications Company Limited (1,676) (0.00)1,823 Westpac Banking Corporation (166) (0.00) (247) China Biologic Products Holdings Inc (4,245) (0.00)(3,221) WorleyParsons Limited (6,401) (0.01) 11,000 China CITIC Bank Corporation Limited (1,016) (0.00)

(122,823) (0.11) (3,000) China Conch Venture Holdings Limited (584) (0.00)13,000 China Construction Bank Corporation (1,175) (0.00)

Austria 1,000 China Evergrande Group (622) (0.00)(51) ANDRITZ AG (4) (0.00) 1,900 China Minsheng Banking Corporation Limited (137) (0.00)

(610) Erste Group Bank AG (145) (0.00) 2,000 China National Building Material Company Limited (362) (0.00)1,135 OMV AG (4,409) (0.00) 22,000 China Petroleum & Chemical Corporation (448) (0.00)

243 voestalpine AG (1,209) (0.00) (2,500) China Railway Construction Corporation Limited (37) (0.00) (5,767) (0.00) 5,000 China Railway Group Limited (549) (0.00)

12,500 China Shenhua Energy Company Limited (963) (0.00)Belgium (58,000) China Telecom Corporation Limited (1,559) (0.00)

2,801 Ageas (2,140) (0.00) 500 China Vanke Company Limited (162) (0.00)(173) Anheuser-Busch InBev SA/NV (589) (0.00) 56,000 Dongfeng Motor Group Company Limited (4,627) (0.00)

35 bpost SA (130) (0.00) 4,500 Fosun International Limited (1,125) (0.00)(31) Galapagos NV (60) (0.00) (10,000) Future Land Development Holdings Limited (769) (0.00)

335 Groupe Bruxelles Lambert SA (421) (0.00) 1,200 Guangzhou R&F Properties Company Limited (522) (0.00)415 Solvay SA (3,218) (0.00) 400 Haitong Securities Company Limited (21) (0.00)

(1,741) Umicore SA (5,776) (0.01) - Hengan International Group Company Limited (218) (0.00) (12,334) (0.01) (44,000) Huaneng Power International Inc (1,327) (0.00)

153

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man AHL Multi Strategy Alternative (continued)Financial liabilities at fair value through profit or loss (continued)


Nominal Description US$ Assets Nominal Description US$ AssetsContracts for difference (continued) Contracts for difference (continued)China (continued) France (continued)

23,000 Industrial & Commercial Bank of China Limited (2,380) (0.00) (166) Legrand SA (3) (0.00)1,000 Jiangxi Copper Company Limited (130) (0.00) 85 LVMH Moet Hennessy Louis Vuitton SE (1,619) (0.00)(4,000) Kingsoft Corporation Limited (252) (0.00) 1,607 Natixis SA (1,331) (0.00)

(212,000) Lenovo Group Limited (10,294) (0.01) (952) Orpea (14,189) (0.01)2,000 Logan Property Holdings Company Limited (534) (0.00) 176 Pernod Ricard SA (167) (0.00)

500 Longfor Properties Company Limited (180) (0.00) 640 Publicis Groupe SA (999) (0.00)23,000 Luye Pharma Group Limited (1,033) (0.00) 68 Remy Cointreau SA (526) (0.00)

2,000 People's Insurance Company Group of China Limited (26) (0.00) 1,653 Rexel SA (989) (0.00)(4,000) PetroChina Company Limited (309) (0.00) 866 Schneider Electric SE (698) (0.00)

57,000 PICC Property & Casualty Company Limited (3,309) (0.00) 1,888 SCOR SE (5,044) (0.01)16,100 Shanghai Pharmaceuticals Holding Company Limited (2,425) (0.00) 44 SEB SA (341) (0.00)

153 SINA Corporation /China (3,016) (0.00) 1,375 Societe BIC SA (3,003) (0.00)6,400 Sinopharm Group Company Limited (2,375) (0.00) (74) Sodexo SA (243) (0.00)(2,400) Sunny Optical Technology Group Company Limited (7,826) (0.01) 13 Thales SA (4) (0.00)

900 Tencent Holdings Limited (2,467) (0.00) (385) TOTAL SA (118) (0.00)(5,000) Weichai Power Company Limited (885) (0.00) (17,499) Vallourec SA (11,207) (0.01)(2,000) Wuxi Biologics Cayman Inc (3,291) (0.00) 306 Vinci SA (175) (0.00)

31,000 Yangzijiang Shipbuilding Holdings Limited (6,447) (0.01) 229 Vivendi SA (81) (0.00)8,000 Yanzhou Coal Mining Company Limited (404) (0.00) 256 Wendel SA (1,843) (0.00)

13,600 Zhuzhou CRRC Times Electric Company Limited (2,038) (0.00) (153,029) (0.13)2,000 Zijin Mining Group Company Limited (136) (0.00)

(85,918) (0.04) Germany(101) Aareal Bank AG (7) (0.00)

Denmark 88 adidas AG (389) (0.00)1 AP Moller - Maersk A/S (198) (0.00) 357 Allianz SE (5,108) (0.01)

(1,015) Chr Hansen Holding A/S (10,538) (0.01) (10,502) Aroundtown SA (3,025) (0.00)1,709 Danske Bank A/S (4,160) (0.00) 1,776 AURELIUS Equity Opportunities SE & Company KGaA (15,743) (0.02)

21 DSV A/S (56) (0.00) (118) Aurubis AG (973) (0.00)387 Jyske Bank A/S (1,089) (0.00) 611 BASF SE (3,726) (0.00)

4,355 Novo Nordisk A/S (7,532) (0.01) 748 Bayer AG (5,253) (0.01)(901) Orsted A/S (3,194) (0.00) (1,476) Bilfinger SE (13,099) (0.01)

3,729 Pandora A/S (59,441) (0.06) 142 Brenntag AG (375) (0.00)1,463 Sydbank A/S (2,843) (0.00) 307 CECONOMY AG (92) (0.00)(4,970) Tryg A/S (2,676) (0.00) 86 Continental AG (3,318) (0.00)3,313 Vestas Wind Systems A/S (9,744) (0.01) 2,288 Covestro AG (15,809) (0.02)

(101,471) (0.09) (3,019) Delivery Hero AG (11,495) (0.01)8 Deutsche Boerse AG - (0.00)

Finland (223) Deutsche EuroShop AG (399) (0.00)(2,168) Elisa OYJ (8,926) (0.01) 4,991 Deutsche Lufthansa AG (37,706) (0.04)(1,795) Metso OYJ (5,325) (0.01) (491) Deutsche Telekom AG (53) (0.00)

145 Neste Oyj (139) (0.00) (68) Deutsche Wohnen SE (105) (0.00)11,195 Nokia OYJ (569) (0.00) 18 Duerr AG (55) (0.00)

7 Nokian Renkaat OYJ (15) (0.00) (7,410) E.ON SE (4,501) (0.00)1,478 Orion Oyj (2,157) (0.00) (213) Evonik Industries AG (182) (0.00)(3,193) Outokumpu OYJ (1,359) (0.00) 150 Evotec AG (33) (0.00)1,185 Sampo Oyj (2,353) (0.00) 32 Fraport AG Frankfurt Airport Services Worldwide (84) (0.00)1,081 Stora Enso OYJ (373) (0.00) 781 Fresenius Medical Care AG & Company KGaA (76) (0.00)

587 UPM-Kymmene OYJ (188) (0.00) 186 GEA Group AG (793) (0.00)(59) Wartsila OYJ Abp (17) (0.00) 10 Gerresheimer AG (8) (0.00)

(21,421) (0.02) 906 Hannover Rueck SE (3,993) (0.00)(18) LANXESS AG (8) (0.00)

France 158 LEG Immobilien AG (81) (0.00)77 Accor SA (282) (0.00) 9 Linde AG (34) (0.00)

(872) Airbus SE (9,275) (0.01) (683) MAN SE (2,076) (0.00)(889) Alstom SA (4,662) (0.00) 189 Merck KGaA (244) (0.00)146 Arkema SA (715) (0.00) 624 METRO AG (743) (0.00)

4,512 AXA SA (3,978) (0.00) (1,039) MorphoSys AG (21,501) (0.02)309 BNP Paribas SA (3,221) (0.00) (60) MTU Aero Engines AG (2,130) (0.00)188 Bollore SA (72) (0.00) 272 Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (3,213) (0.00)305 Cie Generale des Etablissements Michelin SCA (6,807) (0.01) 5,914 ProSiebenSat.1 Media SE (33,431) (0.03)408 Cie Plastic Omnium SA (991) (0.00) 392 Rheinmetall AG (6,174) (0.01)

5,863 CNP Assurances (3,979) (0.00) (3,658) RWE AG (9,191) (0.01)320 Danone SA (367) (0.00) 100 SAP SE (225) (0.00)

3 Dassault Aviation SA (168) (0.00) (260) Siemens AG (1,110) (0.00)44 Dassault Systemes SE (75) (0.00) 457 Siemens Healthineers AG (301) (0.00)

4,155 Edenred (1,257) (0.00) 210 Siltronic AG (6,043) (0.01)(65) Eiffage SA (72) (0.00) 3,337 Software AG (11,511) (0.01)

(6,197) Electricite de France SA (7,612) (0.01) 359 Suedzucker AG (209) (0.00)5,528 Engie SA (9,182) (0.01) (620) Symrise AG (3,899) (0.00)

876 Eramet (22,361) (0.02) (858) TUI AG (1,330) (0.00)41 Eurazeo SA (23) (0.00) (783) Uniper SE (216) (0.00)

(318) Eurofins Scientific SE (7,185) (0.01) 1,654 United Internet AG (11,631) (0.01)4,388 Eutelsat Communications SA (1,446) (0.00) 303 Volkswagen AG (7,441) (0.01)

631 Faurecia SA (5,221) (0.01) (1,165) Vonovia SE (1,444) (0.00)(4,843) Getlink (2,744) (0.00) 171 Wacker Chemie AG (5,516) (0.01)

116 Hermes International (9,752) (0.01) 199 Wirecard AG (342) (0.00)125 Imerys SA (1,506) (0.00) (3,346) Zalando SE (13,044) (0.01)

(1,058) Ingenico Group SA (7,478) (0.01) (269,488) (0.25)295 Ipsen SA (18) (0.00)

154

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man AHL Multi Strategy Alternative (continued)Financial liabilities at fair value through profit or loss (continued) Fair % of Fair % of

Value Net Value Net Nominal Description US$ Assets Nominal Description US$ Assets

Contracts for difference (continued) Contracts for difference (continued)

Hong Kong Italy (continued)

(400) ASM Pacific Technology Limited (3) (0.00) (69) Recordati SpA (262) (0.00)4,500 BOC Hong Kong Holdings Limited (680) (0.00) (20,919) Saipem SpA (14,225) (0.01)3,500 China Mobile Limited (655) (0.00) 122 Salvatore Ferragamo SpA (412) (0.00)

10,000 China Overseas Land & Investment Limited (1,218) (0.00) 745 Snam SpA (183) (0.00)2,000 China Resources Land Limited (519) (0.00) (1,416) Terna Rete Elettrica Nazionale SpA (711) (0.00)

(12,000) China Resources Power Holdings Company Limited (123) (0.00) (14,440) UnipolSai Assicurazioni SpA (89) (0.00)59,000 CITIC Limited (1,484) (0.00) (131,368) (0.10)

2,000 CK Asset Holdings Limited (1,613) (0.00)500 CK Hutchison Holdings Limited (421) (0.00) Japan500 CK Infrastructure Holdings Limited (75) (0.00) 2,400 77 Bank Limited/The (2,394) (0.00)

(25,000) Fullshare Holdings Limited (919) (0.00) 1,000 ABC-Mart Inc (6,770) (0.01)7,000 Galaxy Entertainment Group Limited (3,964) (0.00) (1,400) Advantest Corporation (472) (0.00)4,000 Guangdong Investment Limited (217) (0.00) (2,500) Aeon Company Limited (10,948) (0.01)

12,000 Hang Lung Properties Limited (3,841) (0.00) 400 Aeon Mall Company Limited (707) (0.00)2,000 Henderson Land Development Company Limited (1,295) (0.00) (4,400) Aiful Corporation (3) (0.00)

37,000 HKT Trust & HKT Limited (402) (0.00) (400) Ain Holdings Inc (4,566) (0.00)8,000 Hong Kong & China Gas Company Limited (22) (0.00) 700 Aisin Seiki Company Limited (7,038) (0.01)

(100) Hong Kong Exchanges & Clearing Limited (11) (0.00) (3,100) Alps Electric Company Limited (5,682) (0.01)10,000 Kingdee International Software Group Company Limited (667) (0.00) 5,300 Amada Holdings Company Limited (17,391) (0.02)

8,000 Lee & Man Paper Manufacturing Limited (1,086) (0.00) 1,900 ANA Holdings Inc (2,618) (0.00)4,000 Melco International Development Limited (964) (0.00) (2,900) Anritsu Corporation (4,616) (0.00)2,500 MTR Corporation Limited (277) (0.00) 2,800 Aoyama Trading Company Limited (12,901) (0.01)(2,000) Nine Dragons Paper Holdings Limited (20) (0.00) (200) Ariake Japan Company Limited (2,458) (0.00)4,000 Power Assets Holdings Limited (1,729) (0.00) 1,400 Asahi Group Holdings Limited (542) (0.00)1,000 Shimao Property Holdings Limited (186) (0.00) (900) Asahi Intecc Company Limited (1,181) (0.00)1,000 Sino Biopharmaceutical Limited (151) (0.00) 5,600 Asahi Kasei Corporation (3,458) (0.00)

(11,000) SJM Holdings Limited (3,617) (0.00) 3,700 Asics Corporation (1,250) (0.00)1,000 Sun Hung Kai Properties Limited (953) (0.00) (2,500) ASKUL Corporation (349) (0.00)

500 Techtronic Industries Company Limited (216) (0.00) 500 Astellas Pharma Inc (144) (0.00)124,000 WH Group Limited (17,636) (0.02) 1,100 Azbil Corporation (715) (0.00)

19,000 Wharf Holdings Limited (4,478) (0.00) (300) Bandai Namco Holdings Inc (3,046) (0.00) (49,442) (0.02) 2,200 Benesse Holdings Inc (1,509) (0.00)

(2,600) Bic Camera Inc (575) (0.00)India 2,000 Bridgestone Corporation (10,290) (0.01)

1,116 Vedanta Resources Plc (1,325) (0.00) 4,500 Brother Industries Limited (15,861) (0.02)(1,400) Calbee Inc (2,358) (0.00)1,800 Canon Inc (8,917) (0.01)

Ireland 100 Central Japan Railway Company (928) (0.00)(32) Allegion Plc (8) (0.00) 9,700 Chiba Bank Limited/The (8,661) (0.01)(52) DCC Plc (40) (0.00) (17,400) Chiyoda Corporation (3,970) (0.00)

(4,780) Endo International Plc (15,983) (0.02) 400 Chubu Electric Power Company Inc (211) (0.00)(63,647) Greencore Group Plc (36,536) (0.04) (400) Chugai Pharmaceutical Company Limited (1,008) (0.00)

(1,402) James Hardie Industries Plc (434) (0.00) 5,100 Chugoku Bank Limited/The (6,631) (0.01)77 Perrigo Company Plc (746) (0.00) (7,400) Chugoku Electric Power Company Inc/The (12,556) (0.01)

6,275 UDG Healthcare Plc (3,723) (0.00) 7,300 Citizen Watch Company Limited (2,485) (0.00) (57,470) (0.06) 300 Coca-Cola Bottlers Japan Holdings Inc (160) (0.00)

9,300 COLOPL Inc (4,804) (0.00)Isle of Man 9,800 Concordia Financial Group Limited (2,717) (0.00)

15,507 Playtech Plc (4,746) (0.00) 100 Cosmo Energy Holdings Company Limited (443) (0.00)(1,400) CyberAgent Inc (16,407) (0.02)

100 CYBERDYNE Inc (138) (0.00)Israel 1,900 Dai-ichi Life Holdings Inc (1,261) (0.00)

771 Check Point Software Technologies Limited (2,345) (0.00) 1,500 Daiichikosho Company Limited (2,041) (0.00)7 Mellanox Technologies Limited (10) (0.00) 200 Daito Trust Construction Company Limited (1,325) (0.00)

33 SolarEdge Technologies Inc (104) (0.00) 200 Daiwa House Industry Company Limited (632) (0.00)(274) Wix.com Limited (10,536) (0.01) 500 Daiwa Securities Group Inc (12) (0.00)

(12,995) (0.01) 300 DeNA Company Limited (124) (0.00)1,200 Denka Company Limited (2,709) (0.00)

Italy 400 Denso Corporation (2,489) (0.00)77,901 A2A SpA (5,583) (0.01) 200 Dentsu Inc (25) (0.00)10,868 Anima Holding SpA (8,619) (0.01) - Digital Garage Inc (1,669) (0.00)

4,617 Assicurazioni Generali SpA (10,343) (0.01) 100 Disco Corporation (2,099) (0.00)198 Atlantia SpA (571) (0.00) 9,600 DMG Mori Company Limited (39,251) (0.04)146 Azimut Holding SpA (208) (0.00) 100 Don Quijote Holdings Company Limited (358) (0.00)

1,213 Banca Generali SpA (4,143) (0.00) (200) Dowa Holdings Company Limited (5) (0.00)8,548 Banca Mediolanum SpA (13,437) (0.01) 100 East Japan Railway Company (121) (0.00)(6,431) Banco BPM SpA (1,288) (0.00) 1,800 Ebara Corporation (3,194) (0.00)

(29,564) BPER Banca (14,899) (0.01) 1,000 Eisai Company Limited (1,768) (0.00)(2,650) Buzzi Unicem SpA (3,968) (0.00) 300 en-japan Inc (2,094) (0.00)3,940 Eni SpA (2,793) (0.00) 200 Ezaki Glico Company Limited (348) (0.00)

(165) Ferrari NV (1,811) (0.00) 100 FamilyMart UNY Holdings Company Limited (1) (0.00)72,122 Fincantieri SpA (14,856) (0.01) - Fast Retailing Company Limited (10,698) (0.01)

375 FinecoBank Banca Fineco SpA (201) (0.00) 1,100 Financial Products Group Company Limited (262) (0.00)(36,706) Intesa Sanpaolo Spa - (0.00) 1,900 Fuji Corporation /Aichi (1,514) (0.00)18,161 Italgas SpA (5,863) (0.01) (4,500) Fuji Media Holdings Inc (1,025) (0.00)40,534 Mediaset SpA (14,424) (0.01) (100) FUJIFILM Holdings Corporation (28) (0.00)

5,857 Mediobanca Banca di Credito Finanziario SpA (11,749) (0.01) 2,100 Glory Limited (16,032) (0.02)(830) Pirelli & C SpA (14) (0.00) (5,400) GMO internet Inc (26,395) (0.03)

12,830 Poste Italiane SpA (716) (0.00) (800) GMO Payment Gateway Inc (20,238) (0.02)

155



Contracts for difference (continued) Contracts for difference (continued)Japan (continued) Japan (continued)

14,700 Gree Inc (3,431) (0.00) 24,000 Leopalace21 Corporation (45,013) (0.05)(2,000) GS Yuasa Corporation (245) (0.00) 500 LIFULL Company Limited (487) (0.00)

34,900 GungHo Online Entertainment Inc (7,726) (0.01) (3,400) LINE Corporation (14,513) (0.01)7,400 Gunma Bank Limited/The (2,666) (0.00) 400 Lion Corporation (54) (0.00)

600 H2O Retailing Corporation (700) (0.00) 1,000 LIXIL Group Corporation (1,889) (0.00)(700) Hamamatsu Photonics KK (3,184) (0.00) (1,200) M3 Inc (385) (0.00)300 Hankyu Hanshin Holdings Inc (126) (0.00) 300 Mabuchi Motor Company Limited (883) (0.00)(100) Hanwa Company Limited (7) (0.00) 10,000 Maeda Corporation (2,619) (0.00)

11,100 Haseko Corporation (15,917) (0.02) 3,000 Makino Milling Machine Company Limited (4,713) (0.00)(100) Hazama Ando Corporation - (0.00) (100) Marubeni Corporation (14) (0.00)

(1,900) Heiwa Corporation (8,110) (0.01) (5,500) Marui Group Company Limited (12,698) (0.01)(200) Hikari Tsushin Inc (2,771) (0.00) (7,200) Matsui Securities Company Limited (1,406) (0.00)100 HIS Company Limited (14) (0.00) 300 Matsumotokiyoshi Holdings Company Limited (49) (0.00)

(2,000) Hitachi Capital Corporation (1,969) (0.00) (600) Maxell Holdings Limited (162) (0.00)(200) Hitachi Chemical Company Limited (64) (0.00) 2,000 Mazda Motor Corporation (1,877) (0.00)900 Hitachi Construction Machinery Company Limited (3,476) (0.00) 100 McDonald's Holdings Company Japan Limited (10) (0.00)400 Hitachi High-Technologies Corporation (190) (0.00) 800 Medipal Holdings Corporation (1,087) (0.00)

4,000 Hitachi Limited (688) (0.00) 3,000 Megmilk Snow Brand Company Limited (1,681) (0.00)1,400 Hitachi Transport System Limited (597) (0.00) 1,900 Meitec Corporation (3,841) (0.00)

(12,700) Hokkaido Electric Power Company Inc (2,570) (0.00) 1,300 MINEBEA MITSUMI Inc (2,352) (0.00)2,600 Hokuetsu Corporation (1,960) (0.00) (300) Miraca Holdings Inc (1,525) (0.00)(9,500) Hokuriku Electric Power Company (17,727) (0.02) (2,300) MISUMI Group Inc (5,797) (0.01)1,200 Honda Motor Company Limited (5,176) (0.01) 5,300 Mitsubishi Chemical Holdings Corporation (3,387) (0.00)

200 Horiba Limited (489) (0.00) (1,100) Mitsubishi Estate Company Limited (712) (0.00)300 Hoya Corporation (234) (0.00) 3,100 Mitsubishi Gas Chemical Company Inc (6,478) (0.01)

(5,500) Hulic Company Limited (813) (0.00) 1,800 Mitsubishi Heavy Industries Limited (3,497) (0.00)(5,400) Ibiden Company Limited (2,456) (0.00) (4,300) Mitsubishi Logistics Corporation (3,411) (0.00)1,500 Ichigo Inc (133) (0.00) (200) Mitsubishi Materials Corporation (7) (0.00)

(600) Idemitsu Kosan Company Limited (790) (0.00) (1,100) Mitsubishi Motors Corporation (468) (0.00)(4,200) Iida Group Holdings Company Limited (3,045) (0.00) 7,800 Mitsubishi Tanabe Pharma Corporation (10,170) (0.01)

200 Inpex Corporation (401) (0.00) 7,500 Mitsubishi UFJ Financial Group Inc (5,706) (0.01)(400) Isetan Mitsukoshi Holdings Limited (638) (0.00) (200) Mitsubishi UFJ Lease & Finance Company Limited (42) (0.00)

1,800 ITOCHU Corporation (350) (0.00) 5,200 Mitsui & Company Limited (425) (0.00)700 Itochu Techno-Solutions Corporation (1,747) (0.00) 1,100 Mitsui Chemicals Inc (3,291) (0.00)100 Izumi Company Limited (127) (0.00) (800) Mitsui E&S Holdings Company Limited (81) (0.00)

1,900 J Front Retailing Company Limited (2,171) (0.00) (100) Mitsui Fudosan Company Limited (9) (0.00)2,800 Jafco Company Limited (25,122) (0.03) (1,400) Mitsui Mining & Smelting Company Limited (498) (0.00)4,100 Japan Airlines Company Limited (9,503) (0.01) 6,200 Mixi Inc (58,359) (0.06)(1,900) Japan Airport Terminal Company Limited (3,793) (0.00) 22,400 Mizuho Financial Group Inc (1,964) (0.00)5,000 Japan Aviation Electronics Industry Limited (5,310) (0.01) (6,400) Monex Group Inc (955) (0.00)

100 Japan Exchange Group Inc (32) (0.00) (1,800) MonotaRO Company Limited (23,823) (0.02)(6,000) Japan Lifeline Company Limited (2,344) (0.00) 200 Morinaga & Company Limited/Japan (131) (0.00)(1,800) Japan Petroleum Exploration Company Limited (7,094) (0.01) 500 Morinaga Milk Industry Company Limited (779) (0.00)1,200 Japan Post Insurance Company Limited (3,127) (0.00) (100) MS&AD Insurance Group Holdings Inc (21) (0.00)2,600 Japan Steel Works Limited (6,921) (0.01) (600) Murata Manufacturing Company Limited (19,907) (0.02)

(300) JSR Corporation (80) (0.00) (1,300) Nagoya Railroad Company Limited (1,936) (0.00)1,500 Kagome Company Limited (4,210) (0.00) (700) Nankai Electric Railway Company Limited (2,824) (0.00)

17,000 Kajima Corporation (22,602) (0.02) 2,400 Nexon Company Limited (3,730) (0.00)1,600 Kaken Pharmaceutical Company Limited (4,065) (0.00) (300) NGK Spark Plug Company Limited (230) (0.00)3,900 Kamigumi Company Limited (5,738) (0.01) 700 NH Foods Limited (101) (0.00)(1,600) Kandenko Company Limited (526) (0.00) 4,100 NHK Spring Company Limited (2,200) (0.00)3,000 Kaneka Corporation (1,793) (0.00) 2,600 Nichirei Corporation (4,588) (0.00)

(200) Katitas Company Limited (22) (0.00) 100 Nihon M&A Center Inc (533) (0.00)(1,300) Keihan Holdings Company Limited (5,556) (0.01) 10,500 Nikon Corporation (11,881) (0.01)

(100) Keihin Corporation (44) (0.00) 3,700 Nippon Kayaku Company Limited (6,253) (0.01)100 Keikyu Corporation (9) (0.00) (500) Nippon Light Metal Holdings Company Limited (404) (0.00)

(1,800) Keio Corporation (7,650) (0.01) (1,300) Nippon Paint Holdings Company Limited (9,662) (0.01)(300) Keisei Electric Railway Company Limited (1,185) (0.00) 200 Nippon Shokubai Company Limited (525) (0.00)(100) Keyence Corporation (1,599) (0.00) (100) Nippon Suisan Kaisha Limited (13) (0.00)(100) Kikkoman Corporation (1,210) (0.00) 600 Nippon Television Holdings Inc (408) (0.00)100 Kinden Corporation (35) (0.00) (400) Nippon Yusen KK (283) (0.00)- Kintetsu Group Holdings Company Limited (929) (0.00) 400 Nisshinbo Holdings Inc (1,339) (0.00)200 Kirin Holdings Company Limited (190) (0.00) (400) Nissin Foods Holdings Company Limited (2,844) (0.00)

2,800 Kobe Steel Limited (4,193) (0.00) (1,100) NOK Corporation (311) (0.00)(200) Koito Manufacturing Company Limited (88) (0.00) 3,500 Nomura Holdings Inc (2,220) (0.00)

(6,900) Konica Minolta Inc (3,985) (0.00) 1,200 Nomura Real Estate Holdings Inc (1,210) (0.00)100 Kose Corporation (1,221) (0.00) 400 Nomura Research Institute Limited (552) (0.00)

5,300 K's Holdings Corporation (14,325) (0.01) 1,800 NS Solutions Corporation (2,689) (0.00)1,200 Kubota Corporation (2,029) (0.00) 400 NTT Urban Development Corporation (188) (0.00)2,500 Kuraray Company Limited (4,841) (0.00) 6,700 Obayashi Corporation (886) (0.00)

500 Kurita Water Industries Limited (1,628) (0.00) (1,900) Odakyu Electric Railway Company Limited (2,688) (0.00)(900) Kusuri no Aoki Holdings Company Limited (7,068) (0.01) (1,000) Oji Holdings Corporation (127) (0.00)

1,300 KYB Corporation (5,910) (0.01) 3,900 Oki Electric Industry Company Limited (5,630) (0.01)(2,500) Kyoritsu Maintenance Company Limited (22,601) (0.02) 1,900 OKUMA Corporation (10,653) (0.01)

300 Kyowa Hakko Kirin Company Limited (231) (0.00) 1,000 Okumura Corporation (1,111) (0.00)(5,300) Kyushu Electric Power Company Inc (1,883) (0.00) 200 Ono Pharmaceutical Company Limited (87) (0.00)(1,600) Kyushu Financial Group Inc (145) (0.00) (300) Open House Company Limited (194) (0.00)

(900) Kyushu Railway Company (872) (0.00) (300) Oriental Land Company Limited (903) (0.00)1,100 Lawson Inc (1,445) (0.00) 2,600 ORIX Corporation (2,931) (0.00)

156



Contracts for difference (continued) Contracts for difference (continued)Japan (continued) Japan (continued)

200 Osaka Gas Company Limited (118) (0.00) (4,500) Tokai Carbon Company Limited (16,603) (0.02)700 OSG Corporation (2,068) (0.00) (500) Tokai Rika Company Limited (11) (0.00)

1,100 Otsuka Corporation (4,811) (0.00) 7,000 Tokai Tokyo Financial Holdings Inc (1,847) (0.00)(900) Otsuka Holdings Company Limited (2,065) (0.00) 700 Token Corporation (3,784) (0.00)

(5,500) Outsourcing Inc (7,629) (0.01) (5,600) Tokyo Electric Power Company Holdings Inc (4,247) (0.00)(3,400) Park24 Company Limited (9,747) (0.01) 1,400 Tokyo Gas Company Limited (27) (0.00)(6,200) Penta-Ocean Construction Company Limited (822) (0.00) 100 Tokyo Ohka Kogyo Company Limited (54) (0.00)

100 PeptiDream Inc (766) (0.00) 1,500 Tokyo Seimitsu Company Limited (7,262) (0.01)200 Persol Holdings Company Limited (333) (0.00) (300) Tokyo Steel Manufacturing Company Limited (123) (0.00)100 Pola Orbis Holdings Inc (177) (0.00) (3,500) Tokyu Corporation (4,469) (0.00)

(4,000) Prima Meat Packers Limited (358) (0.00) 200 Tokyu Fudosan Holdings Corporation (22) (0.00)9,600 Rakuten Inc (385) (0.00) 11,800 Tomy Company Limited (13,432) (0.01)(1,000) Relo Group Inc (949) (0.00) (700) Topcon Corporation (372) (0.00)(1,000) Renesas Electronics Corporation (30) (0.00) (300) Toray Industries Inc (13) (0.00)(4,400) Rengo Company Limited (5,286) (0.01) 8,200 Tosoh Corporation (27,592) (0.03)

15,600 Resona Holdings Inc (3,216) (0.00) (2,300) Toyo Seikan Group Holdings Limited (5,917) (0.01)100 Resorttrust Inc (327) (0.00) 900 Toyo Suisan Kaisha Limited (1,503) (0.00)400 Rinnai Corporation (2,782) (0.00) (900) Toyobo Company Limited (166) (0.00)100 Rizap Group Inc (388) (0.00) (3,300) Toyoda Gosei Company Limited (5,850) (0.01)(100) Rohm Company Limited (109) (0.00) 3,000 Toyota Boshoku Corporation (5,299) (0.01)

8,400 Round One Corporation (6,912) (0.01) (700) Toyota Motor Corporation (2,386) (0.00)100 SanBio Company Limited (464) (0.00) 1,400 Toyota Tsusho Corporation (4,007) (0.00)

2,000 Sankyo Company Limited (1,052) (0.00) 200 Tsuruha Holdings Inc (2,025) (0.00)300 Sankyu Inc (613) (0.00) 3,600 Ube Industries Limited (12,513) (0.01)

(1,300) Sanrio Company Limited (3,112) (0.00) 1,300 Ulvac Inc (15,207) (0.02)7,200 Sanwa Holdings Corporation (13,673) (0.01) 3,500 Unipres Corporation (9,357) (0.01)

400 Sapporo Holdings Limited (702) (0.00) 800 United Arrows Limited (471) (0.00)(2,200) Sawai Pharmaceutical Company Limited (1,919) (0.00) (4,100) Universal Entertainment Corporation (4,471) (0.00)(2,500) SBI Holdings Inc/Japan (9,125) (0.01) 3,200 USS Company Limited (2,869) (0.00)(3,000) Seibu Holdings Inc (744) (0.00) (1,200) UT Group Company Limited (8,073) (0.01)

600 Seino Holdings Company Limited (406) (0.00) 200 V Technology Company Limited (3,100) (0.00)4,000 Sekisui Chemical Company Limited (468) (0.00) 100 Yahoo Japan Corporation (4) (0.00)

(800) Sekisui House Limited (674) (0.00) 13,000 Yamada Denki Company Limited (735) (0.00)(1,600) Seria Company Limited (822) (0.00) 200 Yamaha Corporation (111) (0.00)(1,100) Shimadzu Corporation (2,950) (0.00) 200 Yamaha Motor Company Limited (1,202) (0.00)

600 Shimamura Company Limited (14,674) (0.01) 100 YA-MAN Limited (589) (0.00)(100) Shimano Inc (986) (0.00) (1,300) Yamato Holdings Company Limited (8,169) (0.01)(200) Shimizu Corporation (65) (0.00) (100) Yamato Kogyo Company Limited (5) (0.00)200 Shin-Etsu Chemical Company Limited (189) (0.00) (2,000) Yamazaki Baking Company Limited (13,647) (0.01)

(1,300) Shinsei Bank Limited (541) (0.00) 600 Yokohama Rubber Company Limited (787) (0.00)(200) Shiseido Company Limited (749) (0.00) 100 Zenkoku Hosho Company Limited (1) (0.00)

3,000 Showa Corporation (4,111) (0.00) (1,200) Zensho Holdings Company Limited (8,796) (0.01)(1,600) Showa Denko KK (11,496) (0.01) 8,500 Zeon Corporation (12,673) (0.01)(1,900) Skylark Holdings Company Limited (1,848) (0.00) (1,474,222) (1.24)

100 SMC Corporation /Japan (564) (0.00)(400) Sohgo Security Services Company Limited (873) (0.00) Jersey Channel Islands(200) Sompo Holdings Inc (401) (0.00) 113,045 Centamin Plc (38,080) (0.04)(100) Sony Financial Holdings Inc (206) (0.00) (257) Novocure Limited (1,050) (0.00)100 Sosei Group Corporation (4) (0.00) 8,138 Phoenix Group Holdings (11,756) (0.01)

1,800 Stanley Electric Company Limited (6,754) (0.01) (751) Randgold Resources Limited (537) (0.00)(2,600) Start Today Company Limited (30,023) (0.03) (51,423) (0.05)4,500 Subaru Corporation (13,520) (0.01)

300 Sugi Holdings Company Limited (130) (0.00) Luxembourg4,000 Sumitomo Chemical Company Limited (1,295) (0.00) 3,070 APERAM SA (16,549) (0.02)(4,200) Sumitomo Forestry Company Limited (396) (0.00) 296 ArcelorMittal (848) (0.00)1,900 Sumitomo Heavy Industries Limited (12,681) (0.01) (590) SES SA (2,541) (0.00)

(100) Sumitomo Metal Mining Company Limited (21) (0.00) (4,318) Tenaris SA (12,753) (0.01)(1,000) Sumitomo Mitsui Trust Holdings Inc (396) (0.00) (32,691) (0.03)

(14,000) Sumitomo Osaka Cement Company Limited (1,730) (0.00)1,500 Sumitomo Rubber Industries Limited (1,007) (0.00) Macau1,900 Sundrug Company Limited (7,116) (0.01) 1,200 Sands China Limited (684) (0.00)

900 Suruga Bank Limited (3,501) (0.00) 26,000 Wynn Macau Limited (8,379) (0.01)(700) Sushiro Global Holdings Limited (6,964) (0.01) (9,063) (0.01)

3,600 Suzuken Company Limited (807) (0.00)(100) Suzuki Motor Corporation (274) (0.00) Malta

8,000 Tadano Limited (16,911) (0.02) (6,511) GVC Holdings Plc (11,423) (0.01)1,600 Taiheiyo Cement Corporation (10,162) (0.01) 781 Kindred Group Plc (587) (0.00)

900 Taiyo Nippon Sanso Corporation (284) (0.00) (12,010) (0.01)(3,500) Taiyo Yuden Company Limited (39,026) (0.04)(2,300) Takara Bio Inc (5,056) (0.01) Monaco

(400) Takara Holdings Inc (106) (0.00) (1,613) GasLog Limited (1,949) (0.00)(20,000) Takashimaya Company Limited (1,839) (0.00)

3,500 Takeuchi Manufacturing Company Limited (1,705) (0.00)200 Tateru Inc (893) (0.00) Netherlands

(1,700) TDK Corporation (33,055) (0.03) 1,140 Aalberts Industries NV (1,304) (0.00)1,700 Teijin Limited (1,645) (0.00) 7,683 Aegon NV (7,269) (0.01)

100 Terumo Corporation (142) (0.00) (807) AerCap Holdings NV (2,304) (0.00)(800) Tobu Railway Company Limited (1,283) (0.00) (109) AMG Advanced Metallurgical Group NV (51) (0.00)200 Toho Company Limited/Tokyo (232) (0.00) 1,044 ASM International NV (12,227) (0.01)

157



Contracts for difference (continued) Contracts for difference (continued)Netherlands (continued) South Korea

(100) ASML Holding NV (237) (0.00) (191) Amorepacific Corporation (4,769) (0.00)3,142 ASR Nederland NV (3,681) (0.00) (181) Celltrion Pharm Inc (750) (0.00)2,241 BE Semiconductor Industries NV (25,186) (0.03) (381) CJ CheilJedang Corporation (5,912) (0.01)

(228) Boskalis Westminster (193) (0.00) 51 Com2uS Corporation (414) (0.00)(46) Core Laboratories NV (214) (0.00) 86 Coway Company Limited (175) (0.00)23 EXOR NV (168) (0.00) 193 Daelim Industrial Company Limited (1,727) (0.00)

(10,880) Fugro NV (7,635) (0.01) (448) Doosan Infracore Company Limited (191) (0.00)757 Heineken NV (1,341) (0.00) 144 E-MART Inc (1,050) (0.00)

21 InterXion Holding NV (31) (0.00) 431 GS Engineering & Construction Corporation (2,428) (0.00)37 Koninklijke DSM NV (86) (0.00) 78 GS Holdings Corporation (578) (0.00)

24,048 Koninklijke KPN NV (6,970) (0.01) 279 Hana Financial Group Inc (1,168) (0.00)(285) Koninklijke Vopak NV (675) (0.00) 39 Hanall Biopharma Company Limited (312) (0.00)

1,856 NN Group NV (3,735) (0.00) 347 Hankook Tire Company Limited (1,766) (0.00)(4,268) OCI NV (18,402) (0.02) 4 Hanmi Science Company Limited (39) (0.00)

(22,840) PostNL NV (3,311) (0.00) 433 Hanwha Aerospace Company Limited (2,091) (0.00)46 QIAGEN NV (26) (0.00) 10 Hanwha Chemical Corporation (51) (0.00)

2,316 Randstad NV (11,056) (0.01) (180) Hotel Shilla Company Limited (5,426) (0.01)4,490 SBM Offshore NV (4,006) (0.00) (539) Hyosung Corporation (4,328) (0.00)6,823 Signify NV (44,727) (0.04) 153 Hyundai Glovis Company Limited (5,010) (0.01)8,250 TomTom NV (5,919) (0.01) 11 Hyundai Heavy Industries Holdings Company Limited (652) (0.00)(1,772) Wright Medical Group NV (9,199) (0.01) 496 Hyundai Mipo Dockyard Company Limited (410) (0.00)

(169,953) (0.16) 31 Hyundai Mobis Company Limited (477) (0.00)44 Hyundai Steel Co (372) (0.00)

New Zealand 1,842 Industrial Bank of Korea (1,425) (0.00)(2,129) a2 Milk Company Limited (963) (0.00) (452) Kakao Corporation (1,990) (0.00)(8,026) Fletcher Building Limited (7,692) (0.01) 4,106 Kangwon Land Inc (16,826) (0.02)

(23,161) Spark New Zealand Limited (4,387) (0.00) 45 KB Financial Group Inc (129) (0.00)(80) Xero Limited (321) (0.00) 861 Kia Motors Corporation (737) (0.00)

(13,363) (0.01) (3) Kolon Industries Inc (3) (0.00)4 Korea Investment Holdings Company Limited (2) (0.00)

Norway (633) Korea Kolmar Company Limited (1,703) (0.00)(3,868) Aker Solutions ASA (6,590) (0.01) (1) Korea Petrochemical Ind Company Limited (1) (0.00)6,097 DNO ASA (162) (0.00) (8) Korea Zinc Company Limited (293) (0.00)(1,252) Gjensidige Forsikring ASA (735) (0.00) 201 Korean Air Lines Company Limited (919) (0.00)1,070 Leroy Seafood Group ASA (398) (0.00) 723 KT Corporation (1,215) (0.00)

300 Norsk Hydro ASA (104) (0.00) (1) LG Chem Limited (2) (0.00)13,057 Orkla ASA (15,802) (0.02) 22 LG Corporation (261) (0.00)

614 Petroleum Geo-Services ASA (140) (0.00) (2) LG Household & Health Care Limited (212) (0.00)310 Salmar ASA (1,230) (0.00) (799) LG Innotek Company Limited (7,702) (0.01)

(2,356) Schibsted ASA (7,799) (0.01) 58 Lotte Chemical Corporation (2,386) (0.00)(98) Storebrand ASA (3) (0.00) (559) Netmarble Corporation (5,211) (0.01)

8,648 Telenor ASA (5,825) (0.01) 247 POSCO (4,394) (0.00) (38,788) (0.05) (2) Samsung Biologics Company Limited (66) (0.00)

(494) Samsung Electro-Mechanics Company Limited (19,050) (0.02)Panama 1,859 Samsung Electronics Company Limited (1,381) (0.00)

359 Copa Holdings SA (11,281) (0.01) 1,340 Samsung Engineering Company Limited (752) (0.00)146 Samsung Fire & Marine Insurance Company Limited (1,442) (0.00)(407) Samsung SDI Company Limited (7,659) (0.01)

Peru 483 Samsung SDS Company Limited (10,266) (0.01)(1) Credi Corporation Limited (2) (0.00) 68 Shinsegae Inc (1,463) (0.00)

213 SK Holdings Company Limited (5,577) (0.01)Portugal (326) SK Materials Company Limited (8,073) (0.01)

16,272 EDP - Energias de Portugal SA (37) (0.00) (74) SK Telecom Company Limited (95) (0.00)400 Galp Energia SGPS SA (312) (0.00) (63) ViroMed Company Limited (4,637) (0.00)180 Jeronimo Martins SGPS SA (245) (0.00) 10 Yuhan Corporation (8) (0.00)

(594) (0.00) (145,976) (0.13)

Russia Spain97 Yandex NV (625) (0.00) (1,763) Acciona SA (13,124) (0.01)

2,284 ACS Actividades Construction Y Servicios (1,382) (0.00)Singapore 768 Aena SME SA (13,493) (0.01)

1,600 CapitaLand Limited (499) (0.00) (27) Atlantica Yield Plc (7) (0.00)3,000 City Developments Limited (3,353) (0.00) 425 Endesa SA (186) (0.00)6,100 ComfortDelGro Corporation Limited (135) (0.00) (2,736) Gas Natural SDG SA (10,864) (0.01)

110,500 Genting Singapore Limited (3,933) (0.00) (1,480) Grifols SA (2,898) (0.00)800 Jardine Cycle & Carriage Limited (2,791) (0.00) (6,603) Iberdrola SA (4,108) (0.00)

6,100 Keppel Corporation Limited (4,193) (0.00) 3,046 Indra Sistemas SA (2,837) (0.00)8,700 Oversea-Chinese Banking Corporation Limited (7,442) (0.01) (2,446) Industria de Diseno Textil SA (11,451) (0.01)2,200 Singapore Exchange Limited (1,286) (0.00) 30,964 Mapfre SA (3,515) (0.00)(9,600) Singapore Press Holdings Limited (235) (0.00) 13,378 Mediaset Espana Comunicacion SA (14,878) (0.01)3,100 Singapore Technologies Engineering Limited (396) (0.00) (2,737) Sacyr SA_Morgan Stanley (239) (0.00)1,500 United Overseas Bank Limited (669) (0.00) (2,443) Tecnicas Reunidas SA (4,880) (0.00)2,700 UOL Group Limited (1,872) (0.00) (83,862) (0.05)4,000 Venture Corporation Limited (10,122) (0.01)

(36,926) (0.02) Sweden2,763 Alfa Laval AB (3,668) (0.00)

South Africa (2,275) Assa Abloy AB (915) (0.00)8,550 Mediclinic International Plc (9,216) (0.01) 5,003 Atlas Copco AB (6,515) (0.01)

39,061 Old Mutual Limited (10,066) (0.01) (377) Autoliv Inc (416) (0.00) (19,282) (0.02) 13,660 Betsson AB (8,938) (0.01)

158



Contracts for difference (continued) Contracts for difference (continued)Sweden (continued) Taiwan (continued)

(8,980) BillerudKorsnas AB (3,238) (0.00) (2,000) Compeq Manufacturing Company Limited (44) (0.00)76 Boliden AB (289) (0.00) 69,000 E Ink Holdings Inc (7,499) (0.01)

(185) Dometic Group AB (29) (0.00) 12,000 Epistar Corporation (1,684) (0.00)3,222 Electrolux AB (12,131) (0.01) 3,000 Evergreen Marine Corporation Taiwan Limited (194) (0.00)

(75) Essity AB (41) (0.00) 22,000 Foxconn Technology Company Limited (3,308) (0.00)(709) Evolution Gaming Group AB (707) (0.00) 6,000 Fubon Financial Holding Company Limited (278) (0.00)

(8,325) Hennes & Mauritz AB (2,906) (0.00) (6,000) General Interface Solution Holding Limited (519) (0.00)3,008 Industrivarden AB (5,977) (0.01) - Globalwafers Company Limited (2,217) (0.00)1,279 Intrum AB (1,149) (0.00) (5,000) Hon Hai Precision Industry Company Limited (224) (0.00)1,331 Investor AB (1,678) (0.00) 226,000 Innolux Corporation (10,467) (0.01)

10,395 JM AB (21,984) (0.02) (1,000) Macronix International (29) (0.00)1,544 Kinnevik AB (1,337) (0.00) 2,000 MediaTek Inc (1,082) (0.00)

619 L E Lundbergforetagen AB (2,036) (0.00) 23,000 Micro-Star International Company Limited (15,328) (0.02)(2,592) Modern Times Group MTG AB (4,572) (0.00) 2,000 Nanya Technology Corporation (811) (0.00)(2,414) Nibe Industrier AB (4,915) (0.00) - Taiwan Mobile Company Limited (85) (0.00)(5,750) Nordea Bank AB (89) (0.00) 6,000 Taiwan Semiconductor Manufacturing Company Limited (4,771) (0.00)(3,985) Saab AB (4,107) (0.00) (4,000) Tatung Company Limited (477) (0.00)(3,005) Securitas AB (2,500) (0.00) (2,000) United Microelectronics Corporation (71) (0.00)(2,844) Skandinaviska Enskilda Banken AB (1,373) (0.00) (2,000) Win Semiconductors Corporation (240) (0.00)

(487) Skanska AB (71) (0.00) (8,000) Winbond Electronics Corporation (270) (0.00)2,480 SKF AB (3,279) (0.00) (6,000) Zhen Ding Technology Holding Limited (381) (0.00)

(205) Spotify Technology SA (1,547) (0.00) (63,128) (0.04)31,695 SSAB AB (11,886) (0.01)

1,246 Svenska Cellulosa AB SCA (469) (0.00) Thailand(3,280) Svenska Handelsbanken AB (749) (0.00) 7,300 Thai Beverage PCL (468) (0.00)1,436 Swedbank AB (212) (0.00)(1,085) Swedish Orphan Biovitrum AB (1,471) (0.00) United Arab Emirates(8,231) Tele2 AB (1,247) (0.00) (369) NMC Health Plc (2,060) (0.00)

(10,626) Telefonaktiebolaget LM Ericsson (18,065) (0.02)(10,476) Telia Company AB (1,527) (0.00) United Kingdom

2,450 Trelleborg AB (2,302) (0.00) 206 Admiral Group Plc (162) (0.00)(113) Veoneer Inc - (0.00) (186) Anglo American Plc (160) (0.00)

3,629 Volvo AB (4,374) (0.00) 190 Antofagasta Plc (213) (0.00) (138,709) (0.09) (29) Aptiv Plc (54) (0.00)

1,995 Ashtead Group Plc (656) (0.00)Switzerland 56 ASOS Plc (124) (0.00)

2,580 Adecco Group AG (24,380) (0.02) 672 Associated British Foods Plc (308) (0.00)340 Aryzta AG (929) (0.00) 16,355 Aviva Plc (2,186) (0.00)

(5) Baloise Holding AG (7) (0.00) (15,760) B&M European Value Retail SA (781) (0.00)81 Barry Callebaut AG (1,597) (0.00) 1,394 Babcock International Group Plc (23) (0.00)

941 Cie Financiere Richemont SA (11,534) (0.01) (791) BAE Systems Plc (321) (0.00)(4,056) Clariant AG (2,490) (0.00) 13,812 Barratt Developments Plc (17,335) (0.02)(1,139) CRISPR Therapeutics AG (5,880) (0.01) (40) Beazley Plc (6) (0.00)

112 Dufry AG (1,014) (0.00) 4,104 Bellway Plc (12,409) (0.01)37,611 Ferrexpo Plc (27,129) (0.03) 5,293 Berkeley Group Holdings Plc (20,128) (0.02)

576 Flughafen Zurich AG (11,380) (0.01) (67,312) boohoo.com Plc (19,317) (0.02)33 Georg Fischer AG (777) (0.00) 9,815 Bovis Homes Group Plc (10,398) (0.01)

7 Givaudan SA (161) (0.00) (408) BP Plc (496) (0.00)(43) Helvetia Holding AG (226) (0.00) (6,611) Britvic Plc (1,477) (0.00)(95) Julius Baer Group Limited (16) (0.00) (9,541) BT Group Plc (1,468) (0.00)

7 Kuehne + Nagel International AG (26) (0.00) (1,361) Bunzl Plc (2,343) (0.00)164 Logitech International SA (33) (0.00) (51,701) Capita Plc (14,718) (0.01)(851) Lonza Group AG (10,772) (0.01) (28,205) Capital & Counties Properties Plc (1,277) (0.00)

2,131 Novartis AG (1,637) (0.00) 812 Centrica Plc (14) (0.00)3,992 OC Oerlikon Corporation AG (5,098) (0.01) (32,915) Cineworld Group Plc (12,606) (0.01)

419 Schindler Holding AG (4,502) (0.00) 2,753 CNH Industrial NV (4,028) (0.00)(156) STMicroelectronics NV (29) (0.00) (93,279) Cobham Plc (7,300) (0.01)

(56) Straumann Holding AG (6,110) (0.01) 14,046 ConvaTec Group Plc (2,341) (0.00)1,185 Sunrise Communications Group AG (9,318) (0.01) 10,147 Crest Nicholson Holdings Plc (12,154) (0.01)

(100) Swiss Life Holding AG (266) (0.00) (698) Croda International Plc (1,275) (0.00)25 Swiss Prime Site AG (25) (0.00) (874) Daily Mail & General Trust Plc (711) (0.00)

369 Swiss Re AG (2,918) (0.00) 9,701 Dialog Semiconductor Plc (69,211) (0.07)46 Swisscom AG (2,257) (0.00) 27,334 Direct Line Insurance Group Plc (8,197) (0.01)

227 TE Connectivity Limited (1,537) (0.00) 8,297 Dixons Carphone Plc (1,097) (0.00)(746) Transocean Limited (2,150) (0.00) 10,085 Domino's Pizza Group Plc (3,303) (0.00)(680) UBS Group AG (67) (0.00) (19,482) DS Smith Plc (8,184) (0.01)

(10) VAT Group AG (31) (0.00) 2,270 easyJet Plc (1,413) (0.00)199 Zurich Insurance Group AG (2,807) (0.00) (214) Electrocomponents Plc (332) (0.00)

(137,103) (0.12) (8,411) Ensco Plc (16,986) (0.02)(892) Fevertree Drinks Plc (11,196) (0.01)

Taiwan 2,610 Fiat Chrysler Automobiles NV (6,883) (0.01)(8,000) Accton Technology Corporation (4,076) (0.00) 4,143 G4S Plc (141) (0.00)

62,000 Acer Inc (3,461) (0.00) (5,683) Greene King Plc (2,887) (0.00)16,500 ASE Technology Holding Company Limited (3,560) (0.00) (341) Halma Plc (440) (0.00)(1,000) Asustek Computer Inc (32) (0.00) (2,332) Hargreaves Lansdown Plc (4,265) (0.00)3,000 Catcher Technology Company Limited (1,504) (0.00) (4,023) Hikma Pharmaceuticals Plc (7,581) (0.01)

22,000 Cathay Financial Holding Company Limited (173) (0.00) (3,578) IMI Plc (316) (0.00)2,000 Chroma ATE Inc (189) (0.00) 1,551 Indivior Plc (750) (0.00)(7,000) Chunghwa Telecom Company Limited (154) (0.00) (984) Informa Plc (174) (0.00)

159



Contracts for difference (continued) Contracts for difference (continued)United Kingdom (continued) United States (continued)

(25,382) Inmarsat Plc (50,349) (0.05) 510 Agilent Technologies Inc (2,641) (0.00)160 InterContinental Hotels Group Plc (229) (0.00) (849) Agios Pharmaceuticals Inc (16,729) (0.02)

62 Intermediate Capital Group Plc (65) (0.00) (33) Air Lease Corporation - (0.00)(346) International Consolidated Airlines Group SA (6) (0.00) 103 Akamai Technologies Inc (65) (0.00)636 International Game Technology Plc (3,693) (0.00) (1,958) Akorn Inc (3,778) (0.00)

79 Intertek Group Plc (9) (0.00) (339) Alarm.com Holdings Inc (1,028) (0.00)(262) Investec Plc (10) (0.00) 5 Alaska Air Group Inc (23) (0.00)

(23,601) ITV Plc (3,598) (0.00) 7 Alleghany Corporation (64) (0.00)549 Janus Henderson Group Plc (2,302) (0.00) (6) Allergan Plc (110) (0.00)

(5,606) JD Sports Fashion Plc (4,335) (0.00) 35 Alliance Data Systems Corporation (278) (0.00)(15,723) John Wood Group Plc (7,812) (0.01) (698) Alliant Energy Corporation (2,343) (0.00)

(654) Johnson Matthey Plc (4,252) (0.00) 1,341 Allscripts Healthcare Solutions Inc (1,929) (0.00)12,077 Jupiter Fund Management Plc (17,641) (0.02) 124 Allstate Corporation /The (1,019) (0.00)

484 Just Eat Plc (418) (0.00) (7) Alnylam Pharmaceuticals Inc (58) (0.00)6,051 KAZ Minerals Plc (7,284) (0.01) (157) Altice USA Inc (2,678) (0.00)9,208 Kingfisher Plc (1,456) (0.00) (123) Altria Group Inc (98) (0.00)

(77) London Stock Exchange Group Plc (61) (0.00) 35 Ambarella Inc (159) (0.00)4,226 Marks & Spencer Group Plc (120) (0.00) (4) AMC Networks Inc (17) (0.00)

(32,542) Merlin Entertainments Plc (16,223) (0.02) 124 Amdocs Limited (81) (0.00)490 Mimecast Limited (342) (0.00) (33) AMERCO (224) (0.00)

36,536 Moneysupermarket.com Group Plc (1,760) (0.00) (26) Ameren Corporation (126) (0.00)6,072 National Grid Plc (492) (0.00) (3,145) American Axle & Manufacturing Holdings Inc (1,159) (0.00)

(1) Nomad Foods Limited (1) (0.00) (311) American Electric Power Company Inc (288) (0.00)(14,190) Ocado Group Plc (32,585) (0.03) (200) American Equity Investment Life Holding Company (776) (0.00)

1,405 Pearson Plc (40) (0.00) 9 American Express Company (28) (0.00)(4,518) Pennon Group Plc (8,414) (0.01) 518 American Financial Group Inc/OH (386) (0.00)1,137 Pentair Plc (3,784) (0.00) (305) American Water Works Company Inc (1,540) (0.00)7,456 Persimmon Plc (14,518) (0.01) (17) American Woodmark Corporation (32) (0.00)1,621 Prudential Plc (3,661) (0.00) 133 Ameriprise Financial Inc (2,796) (0.00)

146 Quilter Plc (8) (0.00) 286 AmerisourceBergen Corporation (1,768) (0.00)(1,604) Reckitt Benckiser Group Plc (9,196) (0.01) (4,844) Amicus Therapeutics Inc (7,621) (0.01)

12,160 RELX Plc (7,206) (0.01) (159) Amkor Technology Inc (23) (0.00)(132) Rio Tinto Plc (198) (0.00) 175 Amphenol Corporation (330) (0.00)657 Rotork Plc (92) (0.00) (8) Analog Devices Inc (36) (0.00)(121) RSA Insurance Group Plc (10) (0.00) (904) Anixter International Inc (743) (0.00)

1,157 Sage Group Plc/The (542) (0.00) (30) Antero Resources Corporation (29) (0.00)2,557 Schroders Plc (9,138) (0.01) 240 AO Smith Corporation (902) (0.00)

(592) Severn Trent Plc (1,507) (0.00) (132) Apergy Corporation (392) (0.00)(3,687) Sky Plc (5,467) (0.01) (521) Apogee Enterprises Inc (2,244) (0.00)

230 Smiths Group Plc (101) (0.00) 408 Applied Materials Inc (2,351) (0.00)(2,534) Sophos Group Plc (3,709) (0.00) (23) AptarGroup Inc (8) (0.00)1,359 Spectris Plc (1,595) (0.00) (842) Aqua America Inc (325) (0.00)

(735) Spirax-Sarco Engineering Plc (7,760) (0.01) 476 Aramark (185) (0.00)4,895 SSE Plc (1,901) (0.00) (612) Archer-Daniels-Midland Company (1,039) (0.00)(1,670) SSP Group Plc (203) (0.00) (816) Arena Pharmaceuticals Inc (6,786) (0.01)(6,172) Subsea 7 SA (11,612) (0.01) (58) Arista Networks Inc (28) (0.00)

106,537 Taylor Wimpey Plc (21,719) (0.02) (11) Armstrong World Industries Inc (36) (0.00)3,689 TP ICAP Plc (2,395) (0.00) (2,306) Array BioPharma Inc (5,923) (0.01)(5,316) Travis Perkins Plc (8,953) (0.01) 649 ARRIS International Plc (571) (0.00)(4,284) Tullow Oil Plc (1,131) (0.00) (21) Arrow Electronics Inc (8) (0.00)(1,387) United Utilities Group Plc (1,009) (0.00) 307 Arthur J Gallagher & Company (1,025) (0.00)

72,940 Vodafone Group Plc (20,101) (0.02) 795 Artisan Partners Asset Management Inc (5,251) (0.01)(270) Weir Group Plc/The (59) (0.00) 45 Asbury Automotive Group Inc (131) (0.00)415 WH Smith Plc (318) (0.00) 56 ASGN Inc (248) (0.00)

(1,908) Whitbread Plc (2,935) (0.00) (13) Ashland Global Holdings Inc (97) (0.00)30,376 William Hill Plc (1,098) (0.00) (188) Associated Banc- Corporation (212) (0.00)

1,842 WPP Plc (386) (0.00) (623) Assurant Inc (8,966) (0.01) (595,954) (0.53) (182) Astec Industries Inc (236) (0.00)

(1,290) At Home Group Inc (2,769) (0.00)United States (97) athenahealth Inc (3,379) (0.00)

(361) 2U Inc (6,284) (0.01) (819) Atlas Air Worldwide Holdings Inc (10,941) (0.01)21 8x8 Inc (46) (0.00) (375) Atmos Energy Corporation (3,350) (0.00)

(652) A Schulman Inc (957) (0.00) (86) Autodesk Inc (753) (0.00)309 AbbVie Inc (1,513) (0.00) 333 AutoNation Inc (1,221) (0.00)

(2,312) Acacia Communications Inc (4,639) (0.00) 2 AutoZone Inc (12) (0.00)1,455 Acadia Healthcare Company Inc (1,194) (0.00) 165 Avangrid Inc (364) (0.00)(1,961) Acceleron Pharma Inc (23,584) (0.02) 2,055 Avaya Holdings Corporation (4,359) (0.00)

(243) Activision Blizzard Inc (1,342) (0.00) 225 Avery Dennison Corporation (2,782) (0.00)(1,395) Actuant Corporation (7,631) (0.01) (349) Avnet Inc (1,041) (0.00)

(49) Adtalem Global Education Inc (65) (0.00) 45 Axalta Coating Systems Limited (36) (0.00)(167) Advance Auto Parts Inc (4,302) (0.00) (266) Axon Enterprise Inc (9,360) (0.01)

98 Advanced Energy Industries Inc (863) (0.00) (35) B&G Foods Inc (129) (0.00)(6,016) Advanced Micro Devices Inc (23,662) (0.02) (1,553) Baker Hughes a GE Company (2,866) (0.00)

368 AECOM (1,018) (0.00) 585 Ball Corporation (1,378) (0.00)(1,374) Aerie Pharmaceuticals Inc (17,734) (0.02) (375) Ban Corporation South Bank (7) (0.00)

(129) AES Corporation /VA (216) (0.00) 10 Bank of Hawaii Corporation (19) (0.00)12 Affiliated Managers Group Inc (224) (0.00) 916 BankUnited Inc (262) (0.00)

334 Aflac Inc (664) (0.00) 772 Barnes Group Inc (2,349) (0.00)(5) AGCO Corporation (4) (0.00) 205 BB&T Corporation (849) (0.00)

160



Contracts for difference (continued) Contracts for difference (continued)United States (continued) United States (continued)

(18) Becton Dickinson and Company (470) (0.00) (54) Cinemark Holdings Inc (55) (0.00)1,222 Bemis Company Inc (1,884) (0.00) 555 Cirrus Logic Inc (2,363) (0.00)

597 Benchmark Electronics Inc (673) (0.00) 38 Cisco Systems Inc (42) (0.00)570 Berry Global Group Inc (2,355) (0.00) 495 CIT Group Inc (1,705) (0.00)(296) Big Lots Inc (31) (0.00) (11) Citigroup Inc (3) (0.00)

42 Biogen Inc (304) (0.00) (94) Clean Harbors Inc (685) (0.00)(173) BioMarin Pharmaceutical Inc (1,497) (0.00) (12,794) Cleveland-Cliffs Inc (14,345) (0.01)

12 Bio-Rad Laboratories Inc (135) (0.00) (209) Clorox Company (2,260) (0.00)16 Bio-Techne Corporation (223) (0.00) (1,967) Cloudera Inc (119) (0.00)

(277) Black Hills Corporation (2,031) (0.00) (19) CMS Energy Corporation (42) (0.00)19 Blackbaud Inc (33) (0.00) 1,240 CNA Financial Corporation (5,983) (0.01)

(288) Blackline Inc (1,222) (0.00) 632 CNO Financial Group Inc (1,378) (0.00)4 BlackRock Inc (152) (0.00) (1,064) CNX Resources Corporation (2,036) (0.00)

2,132 Bloomin' Brands Inc (5,389) (0.01) 218 Coca-Cola Company (51) (0.00)1 Boeing Company (24) (0.00) (512) Cogent Communications Holdings Inc (3,688) (0.00)

32 BofI Holding Inc (13) (0.00) 102 Cognizant Technology Solutions Corporation (103) (0.00)447 Boise Cascade Company (1,302) (0.00) 5 Coherent Inc (20) (0.00)282 BOK Financial Corporation (1,744) (0.00) (26) Colfax Corporation (1) (0.00)

1 Booking Holdings Inc (120) (0.00) 336 Colgate-Palmolive Company (2,874) (0.00)(524) Box Inc (1,986) (0.00) 30 Columbia Banking System Inc (70) (0.00)120 Boyd Gaming Corporation (122) (0.00) 9 Comerica Inc (16) (0.00)217 Brighthouse Financial Inc (2,917) (0.00) 17 Commerce Bancshares Inc/MO (5) (0.00)(574) Brink's Company (4,455) (0.00) 910 CommScope Holding Company Inc (3,205) (0.00)833 Bristol-Myers Squibb Company (2,977) (0.00) 484 CommVault Systems Inc (1,331) (0.00)(67) Broadcom Inc (103) (0.00) (545) Compass Minerals International Inc (1,657) (0.00)

(3,164) Brookdale Senior Living Inc (6,214) (0.01) 1,892 Conagra Brands Inc (1,417) (0.00)(1,284) Brooks Automation Inc (8,881) (0.01) 502 Conduent Inc (481) (0.00)1,005 Brown-Forman Corporation (4,587) (0.00) 17 ConocoPhillips (16) (0.00)1,590 Bruker Corporation (4,358) (0.00) (110) Consolidated Edison Inc (439) (0.00)

10 Brunswick Corporation /DE (37) (0.00) 252 Constellation Brands Inc (1,541) (0.00)497 Builders FirstSource Inc (725) (0.00) 21 Continental Resources Inc/OK (69) (0.00)

7 BWX Technologies Inc (40) (0.00) (16) Cooper-Standard Holdings Inc (84) (0.00)(53) Cable One Inc (2,724) (0.00) 9 Cornerstone OnDemand Inc (1) (0.00)

7 Cabot Microelectronics Corporation (55) (0.00) (1,003) Corning Inc (154) (0.00)1,324 Cabot Oil & Gas Corporation (380) (0.00) (413) Coupa Software Inc (5,978) (0.01)

(613) Cadence Ban Corporation (855) (0.00) (1,123) Covanta Holding Corporation (1,928) (0.00)(545) California Water Service Group (398) (0.00) 194 Cracker Barrel Old Country Store Inc (432) (0.00)(450) Cal-Maine Foods Inc (1,305) (0.00) 455 Crane Company (3,927) (0.00)(350) Cambrex Corporation (1,389) (0.00) (125) Credit Acceptance Corporation (1,240) (0.00)

(1,656) Campbell Soup Company (9,624) (0.01) (1,297) Cree Inc (6,734) (0.01)405 Cantel Medical Corporation (7,350) (0.01) (97) CSX Corporation (384) (0.00)

7 Capital One Financial Corporation (30) (0.00) 10 Cullen/Frost Bankers Inc (107) (0.00)533 Cardinal Health Inc (5,327) (0.01) 110 Cummins Inc (4,550) (0.00)(127) Carlisle Cos Inc (266) (0.00) 16 Curtiss-Wright Corporation (203) (0.00)(211) CarMax Inc (2,279) (0.00) 922 CVB Financial Corporation (514) (0.00)

4,716 Carnival Plc (30,425) (0.03) 562 CVR Energy Inc (1,302) (0.00)(6) Carpenter Technology Corporation (3) (0.00) 215 CVS Health Corporation (449) (0.00)

(2,525) Carrizo Oil & Gas Inc (27,206) (0.03) 550 Cypress Semiconductor Corporation (1,071) (0.00)(877) Cars.com Inc (2,204) (0.00) 61 Dana Inc (3) (0.00)

58 Carter's Inc (26) (0.00) 119 Danaher Corporation (303) (0.00)123 Casa Systems Inc (307) (0.00) 107 Darden Restaurants Inc (69) (0.00)

(2) Casey's General Stores Inc (6) (0.00) (159) Dave & Buster's Entertainment Inc (946) (0.00)(36) Catalent Inc (52) (0.00) 788 DaVita Inc (374) (0.00)35 Caterpillar Inc (689) (0.00) (7) Deere & Company (17) (0.00)

331 Cathay General Ban Corporation (618) (0.00) 6 Delta Air Lines Inc (30) (0.00)14 Cboe Global Markets Inc (21) (0.00) 922 Deluxe Corporation (4,154) (0.00)24 CBRE Group Inc (7) (0.00) 1,003 DENTSPLY SIRONA Inc (6,710) (0.01)

(469) CBS Corporation (2,540) (0.00) (566) Devon Energy Corporation (4,033) (0.00)1,099 CDK Global Inc (1,122) (0.00) (32) Diamondback Energy Inc (556) (0.00)

174 Celgene Corporation (2,144) (0.00) 420 Dick's Sporting Goods Inc (719) (0.00)(38) Centennial Resource Development Inc/DE (23) (0.00) 601 Discover Financial Services (2,131) (0.00)

864 CenterState Bank Corporation (1,128) (0.00) (739) Discovery Inc (3,157) (0.00)(5,610) CenturyLink Inc (2,611) (0.00) (362) DISH Network Corporation (618) (0.00)

798 Cerner Corporation (846) (0.00) (296) DocuSign Inc (593) (0.00)23 CH Robinson Worldwide Inc (167) (0.00) 594 Dolby Laboratories Inc (405) (0.00)27 Charles River Laboratories International Inc (81) (0.00) (230) Dollar Tree Inc (163) (0.00)28 Charles Schwab Corporation /The (146) (0.00) (38) Dominion Energy Inc (175) (0.00)

(590) Chart Industries Inc (375) (0.00) (61) Domino's Pizza Inc (3,035) (0.00)(30) Charter Communications Inc (378) (0.00) (260) Dorman Products Inc (638) (0.00)

(1,907) Chegg Inc (10,308) (0.01) 259 Dover Corporation (1,241) (0.00)(126) Cheniere Energy Inc (1,565) (0.00) 896 DR Horton Inc (1,537) (0.00)

7 Chevron Corporation (17) (0.00) 521 DSW Inc (200) (0.00)49 Children's Place Inc/The (387) (0.00) (14) DTE Energy Company (64) (0.00)

(125) Chipotle Mexican Grill Inc (14,200) (0.01) (449) Duke Energy Corporation (1,127) (0.00)777 Choice Hotels International Inc (2,657) (0.00) 382 Dun & Bradstreet Corporation /The (307) (0.00)(69) Church & Dwight Company Inc (449) (0.00) 805 DXC Technology Company (4,863) (0.00)

(1,382) Ciena Corporation (654) (0.00) (496) E*TRADE Financial Corporation (2,538) (0.00)593 Cigna Corporation (6,155) (0.01) (106) East West Ban Corporation Inc (205) (0.00)(18) Cimarex Energy Company (239) (0.00) 744 Eaton Corporation Plc (1,362) (0.00)

161




9 Eaton Vance Corporation (33) (0.00) 22 Halozyme Therapeutics Inc (41) (0.00)1,663 eBay Inc (6,581) (0.01) 95 Hancock Whitney Corporation (138) (0.00)

(373) Ebix Inc (56) (0.00) (18) Hanover Insurance Group Inc/The (13) (0.00)209 Ecolab Inc (199) (0.00) 176 Harris Corporation (1,333) (0.00)(336) Edgewell Personal Care Company (2,042) (0.00) (557) Hasbro Inc (2,485) (0.00)(929) Edison International (854) (0.00) 164 Hawaiian Electric Industries Inc (194) (0.00)

(1,929) Eldorado Resorts Inc (7,283) (0.01) (693) HB Fuller Company (1,483) (0.00)(973) Electronics For Imaging Inc (3,229) (0.00) (1,558) Healthcare Services Group Inc (745) (0.00)309 EMCOR Group Inc (1,266) (0.00) 4 HealthEquity Inc (2) (0.00)613 Emergent BioSolutions Inc (926) (0.00) 26 Heartland Express Inc (1) (0.00)379 Emerson Electric Company (488) (0.00) 211 Helmerich & Payne Inc (1,151) (0.00)(314) Energizer Holdings Inc (1,780) (0.00) 758 Herman Miller Inc (2,422) (0.00)

(71) EnLink Midstream LLC (103) (0.00) (1,359) Heron Therapeutics Inc (14,331) (0.01)(6) Entegris Inc (10) (0.00) 49 Hershey Company (318) (0.00)

(247) Entergy Corporation (1,006) (0.00) (442) Hess Corporation (8,791) (0.01)302 Envestnet Inc (496) (0.00) 4,345 Hewlett Packard Enterprise Company (7,002) (0.01)

31 EPAM Systems Inc (26) (0.00) 18 Hexcel Corporation (94) (0.00)(913) EQT Corporation (4,486) (0.00) 561 HFF Inc (429) (0.00)(184) Equifax Inc (1,317) (0.00) 7 Hillenbrand Inc (4) (0.00)

20 Evercore Inc (10) (0.00) 129 Hill-Rom Holdings Inc (100) (0.00)(372) Eversource Energy (646) (0.00) 19 Hilltop Holdings Inc (29) (0.00)

(1,231) Exact Sciences Corporation (14,828) (0.01) 1,269 Hilton Grand Vacations Inc (8,340) (0.01)(197) Exelon Corporation (309) (0.00) 317 Hilton Worldwide Holdings Inc (1,362) (0.00)109 ExlService Holdings Inc (211) (0.00) 233 HNI Corporation (109) (0.00)(204) Expedia Group Inc (2,545) (0.00) 14 HollyFrontier Corporation (67) (0.00)440 Federated Investors Inc (3,963) (0.00) (449) Hologic Inc (716) (0.00)598 Ferro Corporation (345) (0.00) 1,195 Home BancShares Inc/AR (1,196) (0.00)(841) FibroGen Inc (13,916) (0.01) (18) Home Depot Inc/The (203) (0.00)509 Fifth Third Ban Corporation (2,161) (0.00) 126 Honeywell International Inc (1,204) (0.00)

(3,514) FireEye Inc (186) (0.00) 3,450 Hope Ban Corporation Inc (1,749) (0.00)1,096 First American Financial Corporation (4,953) (0.00) (476) Horizon Pharma Plc (787) (0.00)

29 First Citizens BancShares Inc/NC (1,251) (0.00) 5 Hormel Foods Corporation - (0.00)25 First Solar Inc (17) (0.00) (3,952) Hostess Brands Inc (2,343) (0.00)

(2,494) FirstEnergy Corporation (3,998) (0.00) (265) Howard Hughes Corporation /The (1,191) (0.00)156 Five9 Inc (142) (0.00) (522) HRG Group Inc (766) (0.00)185 Flex Limited (924) (0.00) (269) Hub Group Inc (890) (0.00)(937) Floor & Decor Holdings Inc (2,855) (0.00) - Hubbell Inc (23) (0.00)

1,801 Flowers Foods Inc (159) (0.00) (154) HubSpot Inc (4,302) (0.00)(705) Fluor Corporation (752) (0.00) 6 Huntington Ingalls Industries Inc (42) (0.00)(259) FMC Corporation (2,850) (0.00) 416 Huntsman Corporation (626) (0.00)(218) FNF Group (88) (0.00) 85 Hyatt Hotels Corporation (163) (0.00)351 Foot Locker Inc (486) (0.00) 5 IAC/InterActive Corporation (3) (0.00)301 Ford Motor Company (444) (0.00) 9 IDA Corporation Inc (9) (0.00)

(5) Fortive Corporation (14) (0.00) (7) II-VI Inc (13) (0.00)522 Fortune Brands Home & Security Inc (3,885) (0.00) 167 Illinois Tool Works Inc (2,854) (0.00)

(3,131) Forum Energy Technologies Inc (2,085) (0.00) (3,825) Immunomedics Inc (39,692) (0.04)(320) Foundation Medicine Inc (19,302) (0.02) (19) Incyte Corporation (97) (0.00)

44 Franklin Resources Inc (91) (0.00) (112) Ingevity Corporation (238) (0.00)2,198 Freeport-McMoRan Inc (2,078) (0.00) 185 Ingredion Inc (3,697) (0.00)

737 Fresh Del Monte Produce Inc (1,343) (0.00) 18 Innospec Inc (1) (0.00)463 FTS International Inc (2,724) (0.00) (8) Inphi Corporation (17) (0.00)(246) Gap Inc/The (76) (0.00) 218 Insulet Corporation (192) (0.00)648 Gardner Denver Holdings Inc (2,893) (0.00) (11) Integra LifeSciences Holdings Corporation (91) (0.00)(402) Gartner Inc (2,371) (0.00) 100 Integrated Device Technology Inc (171) (0.00)

(77) Gates Industrial Corporation Plc (65) (0.00) 7 Intel Corporation (36) (0.00)(180) GATX Corporation (665) (0.00) 136 Interactive Brokers Group Inc (1,144) (0.00)

(1,120) GCI Liberty Inc (1,919) (0.00) (1,136) Intercept Pharmaceuticals Inc (23,606) (0.02)288 General Mills Inc (298) (0.00) 34 InterDigital Inc/PA (49) (0.00)(134) General Motors Company (183) (0.00) 3,353 Interface Inc (2,765) (0.00)(162) Genesee & Wyoming Inc (1,352) (0.00) 360 International Business Machines Corporation (4,416) (0.00)

34 Gentex Corporation (42) (0.00) (44) Interpublic Group of Cos Inc/The (22) (0.00)(543) Gentherm Inc (3,171) (0.00) 21 Invesco Limited (95) (0.00)(240) Genuine Parts Company (547) (0.00) 2,487 Investors Ban Corporation Inc (1,814) (0.00)(424) G-III Apparel Group Limited (3,333) (0.00) 7 IPG Photonics Corporation (57) (0.00)

1,139 Gilead Sciences Inc (526) (0.00) 25 IQVIA Holdings Inc (133) (0.00)837 Glacier Ban Corporation Inc (413) (0.00) (1,200) iRobot Corporation (11,392) (0.01)

(1,655) Global Blood Therapeutics Inc (2,161) (0.00) (3,215) Ironwood Pharmaceuticals Inc (11,343) (0.01)33 Global Payments Inc (34) (0.00) 9 ITT Inc (11) (0.00)

1 Goldman Sachs Group Inc/The (33) (0.00) (6) J&J Snack Foods Corporation (86) (0.00)13 Graco Inc (13) (0.00) (666) Jack in the Box Inc (1,060) (0.00)12 Graham Holdings Company (224) (0.00) 2,328 Jagged Peak Energy Inc (332) (0.00)47 Granite Construction Inc (86) (0.00) 2,703 JetBlue Airways Corporation (677) (0.00)

1,819 Graphic Packaging Holding Company (1,243) (0.00) 977 JM Smucker Company (4,484) (0.00)446 Groupon Inc (160) (0.00) (6) John Bean Technologies Corporation (3) (0.00)(134) GrubHub Inc (3,810) (0.00) 1,476 John Wiley & Sons Inc (2,332) (0.00)

(1,339) Gulfport Energy Corporation (5,282) (0.01) 591 Johnson & Johnson (5,309) (0.01)4,466 H&R Block Inc (6,976) (0.01) 8 Jones Lang LaSalle Inc (46) (0.00)

62 Haemonetics Corporation (74) (0.00) 2 Kaiser Aluminum Corporation (10) (0.00)22 Halliburton Company (200) (0.00) 28 Kansas City Southern (113) (0.00)

162




1,065 KB Home (1,481) (0.00) (2,243) MGIC Investment Corporation (389) (0.00)(20) KBR Inc (23) (0.00) 17 MGM Resorts International (120) (0.00)

4 Kellogg Company - (0.00) 134 Michaels Cos Inc/The (607) (0.00)(2,281) Kennedy-Wilson Holdings Inc (7,185) (0.01) (8) Microchip Technology Inc (153) (0.00)

460 Keysight Technologies Inc (883) (0.00) 10 Micron Technology Inc (63) (0.00)90 Kimberly-Clark Corporation (503) (0.00) 348 MicroStrategy Inc (816) (0.00)

780 Kinder Morgan Inc/DE (271) (0.00) 179 MKS Instruments Inc (838) (0.00)60 Kirby Corporation (270) (0.00) (3) Moelis & Company (189) (0.00)

346 KLA-Tencor Corporation (372) (0.00) 2 Mohawk Industries Inc (58) (0.00)300 KLX Inc (136) (0.00) (117) Molson Coors Brewing Company (1,431) (0.00)

(3,048) Knowles Corporation (3,793) (0.00) 28 Mondelez International Inc - (0.00)(950) Kraft Heinz Company (712) (0.00) (26) Monolithic Power Systems Inc (5) (0.00)666 Kroger Company (95) (0.00) (143) Moody's Corporation (921) (0.00)957 Kronos Worldwide Inc (1,401) (0.00) 311 Moog Inc (1,449) (0.00)(445) L Brands Inc (105) (0.00) (1,787) Mosaic Company (2,545) (0.00)

8 L3 Technologies Inc (26) (0.00) (2,676) MRC Global Inc (11,095) (0.01)4 Lam Research Corporation (58) (0.00) 244 MSC Industrial Direct Company Inc (1,571) (0.00)

56 Lamb Weston Holdings Inc (10) (0.00) (88) Murphy Oil Corporation (102) (0.00)(9) Lancaster Colony Corporation (8) (0.00) (6) MyoKardia Inc (29) (0.00)

28 Landstar System Inc (69) (0.00) (90) National Beverage Corporation (1,488) (0.00)(3,728) Laredo Petroleum Inc (3,478) (0.00) 883 National Instruments Corporation (4,547) (0.00)

103 La-Z-Boy Inc (72) (0.00) 353 Navient Corporation (83) (0.00)(605) LCI Industries (612) (0.00) (2,451) Navistar International Corporation (7,279) (0.01)

2 Lear Corporation (24) (0.00) (161) Netflix Inc (15,377) (0.02)314 LegacyTexas Financial Group Inc (1,356) (0.00) 40 NETGEAR Inc (76) (0.00)287 Legg Mason Inc (1,575) (0.00) (336) Neurocrine Biosciences Inc (7,241) (0.01)

14 Leggett & Platt Inc (6) (0.00) (133) Nevro Corporation (632) (0.00)567 Leidos Holdings Inc (2,520) (0.00) 12 New Jersey Resources Corporation (1) (0.00)

2 LendingTree Inc (98) (0.00) (1,889) New York Times Company (4,166) (0.00)(44) Lennox International Inc (159) (0.00) (18) Newell Brands Inc (12) (0.00)22 Liberty Broadband Corporation _CSFB (184) (0.00) (31) Newfield Exploration Company (121) (0.00)(78) Liberty Broadband Corporation _JP Morgan (457) (0.00) (56) NewMarket Corporation (2,078) (0.00)

(485) Liberty Expedia Holdings Inc (1,741) (0.00) 6 Newmont Mining Corporation (12) (0.00)(1,203) Liberty Media Corporation -Liberty Formula One (4,400) (0.00) 1,544 News Corporation (1,059) (0.00)

88 LifePoint Health Inc (99) (0.00) (68) Nexstar Media Group Inc (569) (0.00)(25) Ligand Pharmaceuticals Inc (1,434) (0.00) 871 Nielsen Holdings Plc (3,002) (0.00)31 Lincoln Electric Holdings Inc (55) (0.00) (3,847) NiSource Inc (6,941) (0.01)

1,107 Lions Gate Entertainment Corporation (259) (0.00) (673) Noble Energy Inc (4,369) (0.00)(100) Littelfuse Inc (2,392) (0.00) 2 Nordson Corporation (1) (0.00)(254) Live Nation Entertainment Inc (2,240) (0.00) 7 Northern Trust Corporation (25) (0.00)786 LKQ Corporation (2,596) (0.00) (506) Northwest Natural Gas Company (2,467) (0.00)819 Loews Corporation (1,994) (0.00) 131 Norwegian Cruise Line Holdings Limited (640) (0.00)296 LogMeIn Inc (3,443) (0.00) (428) Novanta Inc (3,047) (0.00)

49 Louisiana-Pacific Corporation (77) (0.00) (535) NRG Energy Inc (1,783) (0.00)(86) Loxo Oncology Inc (6,214) (0.01) 415 Nuance Communications Inc (250) (0.00)

(205) LPL Financial Holdings Inc (1,271) (0.00) (1,121) Nutanix Inc (12,572) (0.01)(941) Lumentum Holdings Inc (4,150) (0.00) (208) NVIDIA Corporation (1,095) (0.00)

19 M&T Bank Corporation (307) (0.00) 9 NVR Inc (2,346) (0.00)(3,408) MACOM Technology Solutions Holdings Inc (6,211) (0.01) 2,114 NxStage Medical Inc (422) (0.00)

(7) Macquarie Infrastructure Corporation (32) (0.00) (3,431) Oasis Petroleum Inc (12,491) (0.01)(200) Madison Square Garden Company (13,136) (0.01) 14 Occidental Petroleum Corporation (21) (0.00)

(99) Madrigal Pharmaceuticals Inc (16,540) (0.02) (1,083) Oceaneering International Inc (3,746) (0.00)(620) Mallinckrodt Plc (2,808) (0.00) (12) OGE Energy Corporation (31) (0.00)

79 ManpowerGroup Inc (1,116) (0.00) 209 Oil States International Inc (257) (0.00)(84) Marathon Oil Corporation (96) (0.00) (746) Okta Inc (8,064) (0.01)

609 Marathon Petroleum Corporation (75) (0.00) 9 Old Dominion Freight Line Inc (5) (0.00)(50) MarketAxess Holdings Inc (659) (0.00) 389 Old Republic International Corporation (225) (0.00)

584 Marriott International Inc/MD (5,282) (0.01) 221 Olin Corporation (268) (0.00)8 Marriott Vacations Worldwide Corporation (47) (0.00) (19) Omnicell Inc (154) (0.00)

(30) Marsh & McLennan Cos Inc (25) (0.00) 1,016 ON Semiconductor Corporation (1,334) (0.00)(251) Martin Marietta Materials Inc (2,253) (0.00) (9) ONE Gas Inc (42) (0.00)112 Masco Corporation (778) (0.00) (1,377) OneMain Holdings Inc (4,210) (0.00)

(1,335) MasTec Inc (2,646) (0.00) (6) ONEOK Inc (61) (0.00)(847) Matador Resources Company (642) (0.00) (15,853) OPKO Health Inc (18,571) (0.02)178 Match Group Inc (968) (0.00) 1,453 Oracle Corporation (1,512) (0.00)

19 Maxim Integrated Products Inc (32) (0.00) (11) Ormat Technologies Inc (1) (0.00)583 MAXIMUS Inc (2,509) (0.00) (163) OSI Systems Inc (2,202) (0.00)(372) McCormick & Company Inc/MD (3,642) (0.00) (226) Owens-Illinois Inc (74) (0.00)176 McDonald's Corporation (2,350) (0.00) 181 PACCAR Inc (1,403) (0.00)553 McKesson Corporation (9,203) (0.01) 251 Packaging Corporation of America (1,321) (0.00)

(1,795) MDC Holdings Inc (1,096) (0.00) 515 PacWest Ban Corporation (1,440) (0.00)(1,777) Medicines Company (14,973) (0.02) 140 Papa John's International Inc (144) (0.00)

(50) Medidata Solutions Inc (78) (0.00) (971) Parsley Energy Inc (4,565) (0.00)1,689 MEDNAX Inc (7,779) (0.01) (5,108) Pattern Energy Group Inc (182) (0.00)(1,893) Meredith Corporation (3,680) (0.00) 2,515 Patterson Cos Inc (13,913) (0.01)1,183 Meritor Inc (6,150) (0.01) (101) Paycom Software Inc (1,894) (0.00)

21 Methode Electronics Inc (19) (0.00) (191) PayPal Holdings Inc (1,654) (0.00)394 MetLife Inc (1,374) (0.00) 11 PBF Energy Inc (38) (0.00)

43 Mettler-Toledo International Inc (681) (0.00) (448) PDC Energy Inc (5,712) (0.01)

163




49 Pegasystems Inc (347) (0.00) (929) Seattle Genetics Inc (10,892) (0.01)(21) Penske Automotive Group Inc (50) (0.00) 214 SEI Investments Company (1,127) (0.00)

342 Penumbra Inc (4,598) (0.00) 107 Selective Insurance Group Inc (459) (0.00)1,258 People's United Financial Inc (1,486) (0.00) (1,532) SemGroup Corporation (940) (0.00)

(48) PepsiCo Inc (137) (0.00) (970) Sempra Energy (9,236) (0.01)244 PerkinElmer Inc (149) (0.00) (4) Semtech Corporation (26) (0.00)

9 Pfizer Inc - (0.00) 156 Sensata Technologies Holding Plc (703) (0.00)6 Phillips 66 (45) (0.00) 3,113 Service Corporation International (3,838) (0.00)

21 Pilgrim's Pride Corporation (3) (0.00) (14) ServiceNow Inc (420) (0.00)16 Pinnacle Foods Inc (2) (0.00) (34) Sherwin-Williams Company (443) (0.00)

(259) Pinnacle West Capital Corporation (388) (0.00) (169) Shutterstock Inc (313) (0.00)398 Pitney Bowes Inc (525) (0.00) 841 Silgan Holdings Inc (436) (0.00)

(6,699) Platform Specialty Products Corporation (7,468) (0.01) 43 Silicon Laboratories Inc (309) (0.00)(13) Plexus Corporation (14) (0.00) 669 Simmons First National Corporation (702) (0.00)

4 PNC Financial Services Group Inc/The (59) (0.00) 2,686 Sims Metal Management Limited (232) (0.00)(1,087) PNM Resources Inc (665) (0.00) (245) Sinclair Broadcast Group Inc (863) (0.00)

5 Polaris Industries Inc (14) (0.00) (344) SiteOne Landscape Supply Inc (4,481) (0.00)(20) Portola Pharmaceuticals Inc (66) (0.00) (941) Skechers U.S.A. Inc (637) (0.00)

(718) Post Holdings Inc (6,603) (0.01) 202 SkyWest Inc (770) (0.00)(341) Power Integrations Inc (1,770) (0.00) 10 Skyworks Solutions Inc (35) (0.00)309 PPG Industries Inc (2,148) (0.00) (2,337) SLM Corporation (387) (0.00)

(1,448) PPL Corporation (1,415) (0.00) (1,014) SM Energy Company (5,611) (0.01)(1,011) PRA Group Inc (2,170) (0.00) (7,028) Snap Inc (7,771) (0.01)

21 PRA Health Sciences Inc (25) (0.00) (35) Sonoco Products Co (66) (0.00)(17) Prestige Brands Holdings Inc (112) (0.00) 154 Sotheby's (75) (0.00)

(121) PriceSmart Inc (908) (0.00) (27) South Jersey Industries Inc (89) (0.00)418 Principal Financial Group Inc (5,212) (0.01) 216 South State Corporation (388) (0.00)

2,208 Progress Software Corporation (5,481) (0.01) (447) Southern Company (797) (0.00)615 Progressive Corporation /The (70) (0.00) 4 Southwest Airlines Company (14) (0.00)

4 Proofpoint Inc (26) (0.00) (555) Southwest Gas Holdings Inc (2,460) (0.00)503 Prosperity Bancshares Inc (2,896) (0.00) (372) Southwestern Energy Company (613) (0.00)

(3) PTC Inc (32) (0.00) (659) Spark Therapeutics Inc (20,373) (0.02)(503) Public Service Enterprise Group Inc (1,682) (0.00) (1,002) Spectrum Brands Holdings Inc (8,998) (0.01)

1,540 PulteGroup Inc (1,240) (0.00) (3,310) Spectrum Pharmaceuticals Inc (10,933) (0.01)(2,996) Pure Storage Inc (9,224) (0.01) (241) Spire Inc (879) (0.00)(3,011) QEP Resources Inc (9,955) (0.01) 15 Spirit AeroSystems Holdings Inc (19) (0.00)

(302) Qorvo Inc (1,090) (0.00) (33) Spirit Airlines Inc (3) (0.00)(84) Quaker Chemical Corporation (467) (0.00) 57 Splunk Inc (789) (0.00)(11) QUALCOMM Inc (61) (0.00) (21,134) Sprint Corporation (4,347) (0.00)

(8) Quidel Corporation (85) (0.00) 136 Sprouts Farmers Market Inc (13) (0.00)1,768 Qurate Retail Inc (4,546) (0.00) 729 SPX FLOW Inc (2,756) (0.00)

35 Radian Group Inc (2) (0.00) (708) Square Inc (16,026) (0.02)1,059 Rambus Inc (1,403) (0.00) (1,648) SRC Energy Inc (3,166) (0.00)(2,757) Range Resources Corporation (8,345) (0.01) 261 SS&C Technologies Holdings Inc (200) (0.00)

174 Raytheon Company (1,003) (0.00) (14) Stamps.com Inc (805) (0.00)15 Realogy Holdings Corporation (30) (0.00) 258 Starbucks Corporation (2,245) (0.00)

335 RealPage Inc (583) (0.00) 286 State Street Corporation (2,341) (0.00)14 Red Hat Inc (390) (0.00) 4,691 Steelcase Inc (2,054) (0.00)

167 Red Rock Resorts Inc (221) (0.00) 880 Sterling Bancorp/DE (827) (0.00)(4,591) Redfin Corporation (6,595) (0.01) 6 SunTrust Banks Inc (17) (0.00)

996 Regions Financial Corporation (1,191) (0.00) (5,122) Superior Energy Services Inc (887) (0.00)623 Renasant Corporation (757) (0.00) (328) Supernus Pharmaceuticals Inc (838) (0.00)(713) Repligen Corporation (1,948) (0.00) 333 Symantec Corporation (1,246) (0.00)192 RingCentral Inc (695) (0.00) (1,066) Synaptics Inc (6,869) (0.01)

87 Rockwell Automation Inc (600) (0.00) 17 Synchrony Financial (42) (0.00)3 Rogers Corporation (34) (0.00) (1,179) Syneos Health Inc (7,588) (0.01)

(2,139) Roku Inc (10,693) (0.01) 659 Synopsys Inc (1,373) (0.00)14 Rollins Inc (19) (0.00) 21 Synovus Financial Corporation (29) (0.00)(5) Roper Technologies Inc (48) (0.00) (372) T Rowe Price Group Inc (703) (0.00)

(1,448) Rowan Cos Plc (110) (0.00) (211) Tableau Software Inc (3,885) (0.00)545 Royal Caribbean Cruises Limited (4,377) (0.00) (332) Take-Two Interactive Software Inc (2,020) (0.00)

1,300 RPC Inc (5,187) (0.01) (302) Targa Resources Corporation (1,001) (0.00)(1,056) Ryder System Inc (4,041) (0.00) 916 Taylor Morrison Home Corporation (2,054) (0.00)

(56) S&P Global Inc (809) (0.00) 35 TCF Financial Corporation (45) (0.00)(513) Sage Therapeutics Inc (4,144) (0.00) 12 TD Ameritrade Holding Corporation (70) (0.00)

(48) salesforce.com Inc (1,066) (0.00) 284 Tech Data Corporation (225) (0.00)(1,250) Sally Beauty Holdings Inc (773) (0.00) 147 TEGNA Inc (68) (0.00)9,000 Samsonite International SA (5,408) (0.01) (1,536) Teladoc Inc (32,983) (0.03)

(279) Sanderson Farms Inc (1,619) (0.00) 7 Teledyne Technologies Inc (9) (0.00)(668) Sanmina Corporation (1,834) (0.00) 107 Tellurian Inc (234) (0.00)383 Santander Consumer USA Holdings Inc (80) (0.00) (1,096) Tempur Sealy International Inc (1,084) (0.00)(511) Sarepta Therapeutics Inc (29,867) (0.03) (39) Tenet Healthcare Corporation (410) (0.00)

14 Schlumberger Limited (103) (0.00) 213 Teradata Corporation (30) (0.00)(508) Schneider National Inc (244) (0.00) 35 Teradyne Inc (45) (0.00)

1,840 Schweitzer-Mauduit International Inc (322) (0.00) (244) Tesla Inc (4,111) (0.00)745 Science Applications International Corporation (1,463) (0.00) 5 Texas Instruments Inc (18) (0.00)(684) Scientific Games Corporation (1,804) (0.00) 12 Thermo Fisher Scientific Inc (63) (0.00)

60 Scotts Miracle-Gro Company (402) (0.00) 522 Thomson Reuters Corporation (147) (0.00)5 Seagate Technology Plc (19) (0.00) 61 Thor Industries Inc (31) (0.00)

164




1,853 Tivity Health Inc (5,937) (0.01) (222) Whiting Petroleum Corporation (5,136) (0.01)1,344 TiVo Corporation (1,144) (0.00) (1,679) WildHorse Resource Development Corporation (6,321) (0.01)

626 Toll Brothers Inc (5,045) (0.01) (12) Williams Cos Inc/The (17) (0.00)3 TopBuild Corporation (19) (0.00) 223 Wintrust Financial Corporation (409) (0.00)

170 Torchmark Corporation (1,094) (0.00) (121) Workday Inc (257) (0.00)(64) Toro Company (78) (0.00) (7) World Wrestling Entertainment Inc (74) (0.00)65 Total System Services Inc (219) (0.00) 357 Worthington Industries Inc (1,769) (0.00)

(619) Trade Desk Inc/The (23,115) (0.02) (921) WPX Energy Inc (3,584) (0.00)60 Travelers Cos Inc/The (808) (0.00) 1 WW Grainger Inc (1) (0.00)

(1,640) TreeHouse Foods Inc (18,144) (0.02) 943 Wyndham Destinations Inc (4,857) (0.00)(206) Trex Company Inc (1,491) (0.00) 410 Wyndham Hotels & Resorts Inc (1,450) (0.00)

2,737 TRI Pointe Group Inc (1,526) (0.00) 2 Wynn Resorts Limited (47) (0.00)(32) Tribune Media Company (57) (0.00) (19) Xcel Energy Inc (57) (0.00)

(1,288) TriNet Group Inc (4,253) (0.00) 322 Xilinx Inc (1,028) (0.00)(566) Trinity Industries Inc (1,391) (0.00) (479) XPO Logistics Inc (7,412) (0.01)396 Trinseo SA (1,796) (0.00) 375 Xylem Inc/NY (3,302) (0.00)(149) TripAdvisor Inc (2,268) (0.00) 161 Yelp Inc (835) (0.00)

(2,610) Tronox Limited (2,342) (0.00) 27 Yum China Holdings Inc (45) (0.00)21 Trustmark Corporation (5) (0.00) 342 Yum! Brands Inc (876) (0.00)

(1,638) TTM Technologies Inc (2,392) (0.00) (82) Zayo Group Holdings Inc (137) (0.00)37 Tupperware Brands Corporation (107) (0.00) (2) Zebra Technologies Corporation (13) (0.00)

(274) Twenty-First Century Fox Inc (3,117) (0.00) (20) Zendesk Inc (498) (0.00)(871) Twilio Inc (21,478) (0.02) (496) Zillow Group Inc (2,281) (0.00)(214) Twitter Inc (3,089) (0.00) 370 Zimmer Biomet Holdings Inc (1,623) (0.00)

2 Tyler Technologies Inc (4) (0.00) (333) Zions Bancorporation (428) (0.00)(643) Tyson Foods Inc (674) (0.00) 3 Zoetis Inc (4) (0.00)

30 Ubiquiti Networks Inc (47) (0.00) (795) Zscaler Inc (5,985) (0.01)(59) Ulta Beauty Inc (679) (0.00) (1,928,316) (1.37)

(1,090) Ultragenyx Pharmaceutical Inc (28,391) (0.03)13 UMB Financial Corporation (37) (0.00) Total contracts for difference (6,079,016) (4.84)30 Umpqua Holdings Corporation (36) (0.00)

(1,929) Under Armour Inc (11,696) (0.01) Futures contracts603 Union Bankshares Corporation (985) (0.00) Australia746 United Bankshares Inc/WV (197) (0.00) 119 90 Day Bank Bill Futures March 2019 - (0.00)

1,307 United Community Banks Inc/GA (2,371) (0.00)(30) United Continental Holdings Inc (8) (0.00) Canada18 United Natural Foods Inc (65) (0.00) (107) Canadian 10 Years Bond Futures September 2018 (128,762) (0.13)12 United Technologies Corporation (23) (0.00) 18 S&P/TSX 60 Index Futures September 2018 (8,058) (0.01)

568 United Therapeutics Corporation (272) (0.00) (136,820) (0.14)1,154 Univar Inc (1,592) (0.00)

(315) Universal Corporation /VA (5,316) (0.01) France75 Universal Forest Products Inc (117) (0.00) (38) CAC40 10 Euro Futures July 2018 (10,972) (0.01)

661 Universal Health Services Inc (2,690) (0.00)195 US Bancorp (858) (0.00) Germany(635) USG Corporation (5,484) (0.01) (13) Euro BTP Bond Futures September 2018 (17,887) (0.02)(846) Valeant Pharmaceuticals International Inc (2,545) (0.00) (4) VSTOXX Index Futures August 2018 (660) (0.00)

6 Valero Energy Corporation (58) (0.00) (18,547) (0.02)(2,271) Valley National Ban Corporation (317) (0.00)

(3) Valmont Industries Inc (32) (0.00) Hong Kong407 Varian Medical Systems Inc (1,822) (0.00) (16) HSCEI Index Futures July 2018 (10,911) (0.01)(342) Varonis Systems Inc (1,942) (0.00)

(1,575) Vector Group Limited (9) (0.00) Italy(637) Vectren Corporation (785) (0.00) 30 FTSE/MIB Index Futures September 2018 (68,097) (0.07)849 Venator Materials Plc (1,817) (0.00)(319) Verizon Communications Inc (698) (0.00) Japan359 Versum Materials Inc (512) (0.00) (16) Nikkei 225 OSE Index Futures September 2018 (12,369) (0.01)

(8) Vertex Pharmaceuticals Inc (159) (0.00) (6) TOPIX Index Futures September 2018 (135) (0.00)770 Viacom Inc (283) (0.00) (12,504) (0.01)

(5) ViaSat Inc (8) (0.00)173 Visteon Corporation (253) (0.00) Malaysia

28 Voya Financial Inc (189) (0.00) (16) FTSE Kuala Lumpur Composite Index Futures July 2018 (3,911) (0.00)(319) Vulcan Materials Company (2,093) (0.00)

(82) Wabtec Corporation /DE (1,454) (0.00) Mexico64 Waddell & Reed Financial Inc (111) (0.00) (4) MEX BOLSA Index Futures September 2018 (2,760) (0.00)

1,107 Walgreens Boots Alliance Inc (7,229) (0.01)438 Waste Management Inc (1,510) (0.00) Singapore

47 Waters Corporation (439) (0.00) (13) MSCI Singapore Index Futures July 2018 (1,925) (0.00)(767) Wayfair Inc (34,996) (0.04) (11) MSCI Taiwan Index July 2018 (3,070) (0.00)

(24) WD-40 Company (319) (0.00) 28 SGX Nifty 50 Index Futures July 2018 (312) (0.00)(139) WEC Energy Group Inc (450) (0.00) (5,307) (0.00)(654) Weight Watchers International Inc (23,336) (0.02)(864) Welbilt Inc (1,754) (0.00) South Africa(467) Wells Fargo & Company (419) (0.00) (80) FTSE/JSE Top 40 Index Futures September 2018 (67,746) (0.07)600 WESCO International Inc (2,449) (0.00)406 Western Alliance Ban Corporation (1,335) (0.00) Spain348 Western Digital Corporation (1,259) (0.00) 27 IBEX 35 Index Futures July 2018 (51,499) (0.05)220 Westlake Chemical Corporation (493) (0.00)

5 WGL Holdings Inc - (0.00) Sweden7 Whirlpool Corporation (37) (0.00) (151) OMXS 30 Index Futures July 2018 (1,380) (0.00)

165



Futures contracts (continued) Option contracts (continued)

Taiwan European Union (continued)

25 TAIEX Index Futures July 2018 (1,778) (0.00) (400,000) EUR Call/GBP Put K=0.8938 12 July 2018 (491) (0.00)(400,000) EUR Call/GBP Put K=0.8945 12 July 2018 (438) (0.00)

United Kingdom (400,000) EUR Call/GBP Put K=0.8948 31 July 2018 (1,387) (0.00)65 90 Day Sterling Futures December 2018 (1,122) (0.00) (700,000) EUR Call/GBP Put K=0.8952 11 July 2018 (584) (0.00)

(400,000) EUR Call/GBP Put K=0.8954 12 July 2018 (378) (0.00)United States (400,000) EUR Call/GBP Put K=0.897 09 July 2018 (237) (0.00)

33 90 Day Euro Dollar Futures September 2019 (362) (0.00) (400,000) EUR Call/GBP Put K=0.8973 01 August 2018 (1,144) (0.00)4 British Pound Currency Futures September 2018 (300) (0.00) (400,000) EUR Call/GBP Put K=0.8974 01 August 2018 (1,134) (0.00)

(10) Canadian Dollar Currency Futures September 2018 (8,100) (0.01) (400,000) EUR Call/GBP Put K=0.8979 31 July 2018 (1,043) (0.00)(21) CBOE VIX Index Futures November 2018 (20,825) (0.02) (200,000) EUR Call/NOK Put K=9.5699 24 July 2018 (980) (0.00)(11) Mexican Peso Currency Futures September 2018 (3,920) (0.00) (200,000) EUR Call/NOK Put K=9.5701 23 July 2018 (942) (0.00)26 Nasdaq 100 E-Mini Index Futures September 2018 (67,015) (0.07) (100,000) EUR Call/NOK Put K=9.5709 12 July 2018 (279) (0.00)15 Russell 2000 E-Mini Index Futures September 2018 (14,865) (0.01) (100,000) EUR Call/NOK Put K=9.5734 17 July 2018 (358) (0.00)

(233) US 10 Years Note CBT Bond Futures September 2018 (168,008) (0.17) (300,000) EUR Call/NOK Put K=9.575 24 July 2018 (1,407) (0.00)(58) US 5 Years Note CBT Bond Futures September 2018 (15,500) (0.02) (100,000) EUR Call/NOK Put K=9.5816 12 July 2018 (244) (0.00)

(298,895) (0.30) (200,000) EUR Call/NOK Put K=9.5967 16 July 2018 (520) (0.00)(300,000) EUR Call/NOK Put K=9.6097 31 July 2018 (1,323) (0.00)

Total futures contracts (692,249) (0.68) (300,000) EUR Call/NOK Put K=9.6177 31 July 2018 (1,244) (0.00)(300,000) EUR Call/NOK Put K=9.6376 01 August 2018 (1,109) (0.00)

Option contracts (300,000) EUR Call/NOK Put K=9.6422 09 July 2018 (204) (0.00)Australia (300,000) EUR Call/NOK Put K=9.6447 01 August 2018 (1,051) (0.00)

(3,427) (0.00) (100,000) EUR Call/NOK Put K=9.657 09 July 2018 (67) (0.00)(991) (0.00) (300,000) EUR Call/NOK Put K=9.6594 03 July 2018 (111) (0.00)

(4,237) (0.00) (200,000) EUR Call/NOK Put K=9.6652 10 July 2018 (138) (0.00) (4,996) (0.01) (400,000) EUR Call/NOK Put K=9.6784 03 July 2018 (142) (0.00) (4,717) (0.00) (400,000) EUR Call/NOK Put K=9.6871 03 July 2018 (140) (0.00) (3,824) (0.00) (200,000) EUR Call/SEK Put K=10.3878 05 July 2018 (1,665) (0.00) (3,418) (0.00) (200,000) EUR Call/SEK Put K=10.3934 05 July 2018 (1,575) (0.00) (2,653) (0.00) (200,000) EUR Call/SEK Put K=10.394 09 July 2018 (1,776) (0.00)

(898) (0.00) (200,000) EUR Call/SEK Put K=10.3993 09 July 2018 (1,699) (0.00)(839) (0.00) (300,000) EUR Call/SEK Put K=10.4114 05 July 2018 (1,954) (0.00)(617) (0.00) (200,000) EUR Call/SEK Put K=10.4127 05 July 2018 (1,284) (0.00)(894) (0.00) (300,000) EUR Call/SEK Put K=10.4199 05 July 2018 (1,777) (0.00)(836) (0.00) (200,000) EUR Call/SEK Put K=10.4216 05 July 2018 (1,162) (0.00)(733) (0.00) (200,000) EUR Call/SEK Put K=10.4235 03 July 2018 (895) (0.00)(163) (0.00) (100,000) EUR Call/SEK Put K=10.4313 10 July 2018 (668) (0.00)(446) (0.00) (300,000) EUR Call/SEK Put K=10.4378 03 July 2018 (1,062) (0.00)(519) (0.00) (200,000) EUR Call/SEK Put K=10.4418 03 July 2018 (661) (0.00)(496) (0.00) (300,000) EUR Call/SEK Put K=10.4449 24 July 2018 (2,445) (0.00)(340) (0.00) (200,000) EUR Call/SEK Put K=10.4494 10 July 2018 (1,133) (0.00)(222) (0.00) (100,000) EUR Call/SEK Put K=10.4672 03 July 2018 (207) (0.00)

(81) (0.00) (100,000) EUR Call/SEK Put K=10.484 24 July 2018 (625) (0.00)(721) (0.00) (100,000) EUR Call/SEK Put K=10.5675 01 August 2018 (466) (0.00)(703) (0.00) (500,000) EUR Put/GBP Call K=0.863 05 July 2018 (110) (0.00)

(1,130) (0.00) (300,000) EUR Put/GBP Call K=0.864 17 July 2018 (120) (0.00)(514) (0.00) (500,000) EUR Put/GBP Call K=0.8641 05 July 2018 (119) (0.00)(735) (0.00) (300,000) EUR Put/GBP Call K=0.8644 17 July 2018 (122) (0.00)

(1,692) (0.00) (500,000) EUR Put/GBP Call K=0.8649 05 July 2018 (120) (0.00)

(3) Call on 6075 AS51 Index 19 July 2018 (1) Call on 6100 AS51 Index 19 July 2018 (5) Call on 6125 AS51 Index 19 July 2018 (7) Call on 6150 AS51 Index 19 July 2018 (8) Call on 6175 AS51 Index 19 July 2018 (8) Call on 6200 AS51 Index 19 July 2018 (9) Call on 6225 AS51 Index 19 July 2018 (9) Call on 6250 AS51 Index 19 July 2018 (4) Call on 6275 AS51 Index 19 July 2018 (5) Call on 6300 AS51 Index 19 July 2018 (5) Call on 6325 AS51 Index 19 July 2018 (10) Call on 6350 AS51 Index 19 July 2018 (13) Call on 6375 AS51 Index 19 July 2018 (16) Call on 6400 AS51 Index 19 July 2018 (5) Call on 6425 AS51 Index 19 July 2018 (9) Put on 5750 AS51 Index 19 July 2018 (9) Put on 5800 AS51 Index 19 July 2018 (8) Put on 5825 AS51 Index 19 July 2018 (5) Put on 5850 AS51 Index 19 July 2018 (3) Put on 5875 AS51 Index 19 July 2018 (1) Put on 5900 AS51 Index 19 July 2018 (8) Put on 5925 AS51 Index 19 July 2018 (7) Put on 5950 AS51 Index 19 July 2018 (10) Put on 5975 AS51 Index 19 July 2018 (4) Put on 6000 AS51 Index 19 July 2018 (5) Put on 6025 AS51 Index 19 July 2018 (10) Put on 6050 AS51 Index 19 July 2018 (6) Put on 6100 AS51 Index 19 July 2018 (1,388) (0.00) (400,000) EUR Put/GBP Call K=0.865 10 July 2018 (94) (0.00)

(42,230) (0.01) (400,000) EUR Put/GBP Call K=0.8654 18 July 2018 (174) (0.00)(400,000) EUR Put/GBP Call K=0.8657 23 July 2018 (213) (0.00)

European Union (500,000) EUR Put/GBP Call K=0.866 03 July 2018 (45) (0.00)(500,000) EUR Call/GBP Put K=0.8849 05 July 2018 (1,433) (0.00) (400,000) EUR Put/GBP Call K=0.866 03 July 2018 (36) (0.00)(500,000) EUR Call/GBP Put K=0.8859 05 July 2018 (1,150) (0.00) (200,000) EUR Put/GBP Call K=0.866 05 July 2018 (49) (0.00)(300,000) EUR Call/GBP Put K=0.8859 17 July 2018 (1,474) (0.00) (400,000) EUR Put/GBP Call K=0.8662 19 July 2018 (185) (0.00)(300,000) EUR Call/GBP Put K=0.886 17 July 2018 (1,456) (0.00) (500,000) EUR Put/GBP Call K=0.8665 03 July 2018 (54) (0.00)(400,000) EUR Call/GBP Put K=0.8868 23 July 2018 (2,127) (0.00) (400,000) EUR Put/GBP Call K=0.8665 18 July 2018 (182) (0.00)(500,000) EUR Call/GBP Put K=0.887 03 July 2018 (561) (0.00) (400,000) EUR Put/GBP Call K=0.8668 09 July 2018 (95) (0.00)(500,000) EUR Call/GBP Put K=0.8875 03 July 2018 (557) (0.00) (400,000) EUR Put/GBP Call K=0.867 10 July 2018 (112) (0.00)(400,000) EUR Call/GBP Put K=0.8875 18 July 2018 (1,695) (0.00) (400,000) EUR Put/GBP Call K=0.8671 16 July 2018 (174) (0.00)(400,000) EUR Call/GBP Put K=0.8879 24 July 2018 (1,960) (0.00) (400,000) EUR Put/GBP Call K=0.8671 19 July 2018 (196) (0.00)(500,000) EUR Call/GBP Put K=0.8882 05 July 2018 (670) (0.00) (400,000) EUR Put/GBP Call K=0.8672 24 July 2018 (285) (0.00)(400,000) EUR Call/GBP Put K=0.8882 18 July 2018 (1,560) (0.00) (400,000) EUR Put/GBP Call K=0.8676 24 July 2018 (302) (0.00)(400,000) EUR Call/GBP Put K=0.8882 24 July 2018 (1,900) (0.00) (500,000) EUR Put/GBP Call K=0.8677 03 July 2018 (81) (0.00)(400,000) EUR Call/GBP Put K=0.8884 19 July 2018 (1,601) (0.00) (400,000) EUR Put/GBP Call K=0.8685 12 July 2018 (159) (0.00)(400,000) EUR Call/GBP Put K=0.8887 16 July 2018 (1,324) (0.00) (400,000) EUR Put/GBP Call K=0.8687 23 July 2018 (327) (0.00)(500,000) EUR Call/GBP Put K=0.8891 03 July 2018 (547) (0.00) (200,000) EUR Put/GBP Call K=0.8691 19 July 2018 (135) (0.00)(400,000) EUR Call/GBP Put K=0.8891 19 July 2018 (1,475) (0.00) (400,000) EUR Put/GBP Call K=0.8697 16 July 2018 (266) (0.00)(200,000) EUR Call/GBP Put K=0.8897 05 July 2018 (184) (0.00) (400,000) EUR Put/GBP Call K=0.8701 11 July 2018 (162) (0.00)(200,000) EUR Call/GBP Put K=0.8904 19 July 2018 (632) (0.00) (400,000) EUR Put/GBP Call K=0.8702 11 July 2018 (163) (0.00)(500,000) EUR Call/GBP Put K=0.8907 03 July 2018 (541) (0.00) (400,000) EUR Put/GBP Call K=0.8703 12 July 2018 (174) (0.00)(400,000) EUR Call/GBP Put K=0.8908 10 July 2018 (627) (0.00) (400,000) EUR Put/GBP Call K=0.8708 12 July 2018 (254) (0.00)(400,000) EUR Call/GBP Put K=0.8908 23 July 2018 (1,385) (0.00) (400,000) EUR Put/GBP Call K=0.8709 25 July 2018 (507) (0.00)(400,000) EUR Call/GBP Put K=0.891 25 July 2018 (1,471) (0.00) (400,000) EUR Put/GBP Call K=0.871 09 July 2018 (147) (0.00)(400,000) EUR Call/GBP Put K=0.8915 25 July 2018 (1,395) (0.00) (400,000) EUR Put/GBP Call K=0.8712 25 July 2018 (528) (0.00)(400,000) EUR Call/GBP Put K=0.8918 09 July 2018 (448) (0.00) (400,000) EUR Put/GBP Call K=0.8714 12 July 2018 (255) (0.00)(400,000) EUR Call/GBP Put K=0.8923 16 July 2018 (819) (0.00) (100,000) EUR Put/GBP Call K=0.872 26 July 2018 (187) (0.00)(100,000) EUR Call/GBP Put K=0.8927 26 July 2018 (370) (0.00) (400,000) EUR Put/GBP Call K=0.8731 31 July 2018 (991) (0.00)(400,000) EUR Call/GBP Put K=0.8928 10 July 2018 (438) (0.00) (400,000) EUR Put/GBP Call K=0.8755 31 July 2018 (1,276) (0.00)

(400,000) EUR Call/GBP Put K=0.8934 12 July 2018 (525) 0.00 (400,000) EUR Put/GBP Call K=0.8758 01 August 2018 (1,355) (0.00)

166

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued) Man AHL Multi Strategy Alternative (continued)FFFFiiiinnnnaaaannnncccciiiiaaaallll lllliiiiaaaabbbbiiiilllliiiittttiiiieeeessss aaaatttt ffffaaaaiiiirrrr vvvvaaaalllluuuueeee tttthhhhrrrroooouuuugggghhhh pppprrrrooooffffiiiitttt oooorrrr lllloooossssssss ((((ccccoooonnnnttttiiiinnnnuuuueeeedddd)))) Fair Fair Fair Fair % of% of% of% of Fair Fair Fair Fair % of% of% of% of

Value Value Value Value NetNetNetNet Value Value Value Value NetNetNetNet

Nominal Nominal Nominal Nominal DescriptionDescriptionDescriptionDescription US$ US$ US$ US$ AssetsAssetsAssetsAssets Nominal Nominal Nominal Nominal DescriptionDescriptionDescriptionDescription US$ US$ US$ US$ AssetsAssetsAssetsAssets

Option contracts (continued)Option contracts (continued)Option contracts (continued)Option contracts (continued) Option contracts (continued)Option contracts (continued)Option contracts (continued)Option contracts (continued)

European Union (continued)European Union (continued)European Union (continued)European Union (continued) Germany (continued)Germany (continued)Germany (continued)Germany (continued)

(400,000) EUR Put/GBP Call K=0.876 01 August 2018 (1,382) (0.00) (16) Put on 12000 DAX Index 21 September 2018 (26,078) (0.03)

(200,000) EUR Put/NOK Call K=9.3265 23 July 2018 (145) (0.00) (19) Put on 12050 DAX Index 21 September 2018 (32,654) (0.03)







(300,000) EUR Put/NOK Call K=9.3737 31 July 2018 (556) (0.00) (10) Put on 130 EURO-BOBL 27 July 2018 (58) (0.00)

(300,000) EUR Put/NOK Call K=9.3805 31 July 2018 (599) (0.00) (11) Put on 130.25 EURO-BOBL 27 July 2018 (128) (0.00)



(100,000) EUR Put/NOK Call K=9.4013 09 July 2018 (68) (0.00) (12) Put on 131 EURO-BOBL 27 July 2018 (420) (0.00)

(300,000) EUR Put/NOK Call K=9.4021 01 August 2018 (785) (0.00) (22) Put on 156.5 EURO-BUND 27 July 2018 (257) (0.00)

(300,000) EUR Put/NOK Call K=9.4034 03 July 2018 (114) (0.00) (13) Put on 157.5 EURO-BUND 27 July 2018 (152) (0.00)

(300,000) EUR Put/NOK Call K=9.4111 01 August 2018 (861) (0.00) (14) Put on 158 EURO-BUND 27 July 2018 (327) (0.00)

(400,000) EUR Put/NOK Call K=9.4121 03 July 2018 (161) (0.00) (19) Put on 158.5 EURO-BUND 27 July 2018 (444) (0.00)

(400,000) EUR Put/NOK Call K=9.423 03 July 2018 (178) (0.00) (23) Put on 159 EURO-BUND 27 July 2018 (806) (0.00)

(200,000) EUR Put/SEK Call K=10.1013 05 July 2018 (35) (0.00) (17) Put on 159.5 EURO-BUND 27 July 2018 (992) (0.00)

(200,000) EUR Put/SEK Call K=10.1078 09 July 2018 (46) (0.00) (18) Put on 160 EURO-BUND 27 July 2018 (1,681) (0.00)

(200,000) EUR Put/SEK Call K=10.1099 05 July 2018 (39) (0.00) (22) Put on 160.5 EURO-BUND 27 July 2018 (3,082) (0.00)

(200,000) EUR Put/SEK Call K=10.1132 09 July 2018 (47) (0.00) (4) Put on 161 EURO-BUND 27 July 2018 (934) (0.00)

(200,000) EUR Put/SEK Call K=10.1165 05 July 2018 (42) (0.00) (4) Put on 162 EURO-BUND 27 July 2018 (2,148) (0.00)

(300,000) EUR Put/SEK Call K=10.1203 03 July 2018 (13) (0.00) (32) Put on 3200 SX5E Index 20 July 2018 (3,288) (0.00)











(100,000) EUR Put/SEK Call K=10.27 01 August 2018 (269) (0.00) (24) Put on 3475 SX5E Index 20 July 2018 (25,499) (0.03)

(85,049) (0.00) (598,593) (0.54)

GermanyGermanyGermanyGermany JapanJapanJapanJapan

(5) Call on 12850 DAX Index 21 September 2018 (3,967) (0.00) (6) Call on 22750 NKY Index 08 October 2018 (13,542) (0.01)

(7) Call on 12950 DAX Index 21 September 2018 (4,340) (0.00) (4) Call on 22750 NKY Index 13 July 2018 (3,250) (0.00)

(6) Call on 13050 DAX Index 21 September 2018 (2,837) (0.00) (5) Call on 22875 NKY Index 08 October 2018 (9,028) (0.01)

(10) Call on 131.25 EURO-BOBL 27 July 2018 (11,325) (0.01) (8) Call on 22875 NKY Index 13 July 2018 (4,333) (0.00)

(10) Call on 131.5 EURO-BOBL 27 July 2018 (8,757) (0.01) (4) Call on 23000 NKY Index 08 October 2018 (5,959) (0.01)


(14) Call on 13150 DAX Index 21 September 2018 (4,969) (0.00) (6) Call on 23125 NKY Index 13 July 2018 (1,354) (0.00)

(11) Call on 132 EURO-BOBL 27 July 2018 (5,009) (0.01) (7) Call on 23250 NKY Index 13 July 2018 (1,011) (0.00)


(9) Call on 132.5 EURO-BOBL 27 July 2018 (1,734) (0.00) (4) Call on 23500 NKY Index 13 July 2018 (253) (0.00)

(11) Call on 132.75 EURO-BOBL 27 July 2018 (1,284) (0.00) (9) Call on 23625 NKY Index 13 July 2018 (488) (0.00)

(8) Call on 13200 DAX Index 21 September 2018 (2,447) (0.00) (5) Put on 20875 HSI Index 30 July 2018 (2,483) (0.00)

(5) Call on 13250 DAX Index 21 September 2018 (1,316) (0.00) (8) Put on 21000 NKY Index 13 July 2018 (4,333) (0.00)

(8) Call on 133 EURO-BOBL 27 July 2018 (607) (0.00) (4) Put on 21125 NKY Index 08 October 2018 (6,500) (0.01)

(1) Call on 13300 DAX Index 21 September 2018 (225) (0.00) (4) Put on 21125 NKY Index 13 July 2018 (2,528) (0.00)

(15) Call on 13350 DAX Index 21 September 2018 (2,898) (0.00) (5) Put on 21250 NKY Index 08 October 2018 (9,028) (0.01)



(16) Call on 13500 DAX Index 21 September 2018 (1,943) (0.00) (6) Put on 21500 NKY Index 08 October 2018 (12,730) (0.01)


(13) Call on 161 EURO-BUND 27 July 2018 (26,562) (0.03) (4) Put on 21625 NKY Index 13 July 2018 (3,972) (0.00)

(14) Call on 161.5 EURO-BUND 27 July 2018 (22,230) (0.02) (6) Put on 21750 NKY Index 13 July 2018 (7,042) (0.01)








(7) Call on 3450 SX5E Index 20 July 2018 (1,823) (0.00) (2) Put on 22750 NKY Index 13 July 2018 (9,750) (0.01)

(21) Call on 3475 SX5E Index 20 July 2018 (3,384) (0.00) (175,064) (0.14)

(58) Call on 3500 SX5E Index 20 July 2018 (5,417) (0.01)

(87) Call on 3525 SX5E Index 20 July 2018 (4,368) (0.00) South KoreaSouth KoreaSouth KoreaSouth Korea

(53) Call on 3550 SX5E Index 20 July 2018 (1,423) (0.00) (10) Call on 317.5 KOSPI2 Index 07 December 2018 (112) (0.00)

(64) Call on 3575 SX5E Index 20 July 2018 (897) (0.00) (14) Call on 320 KOSPI2 Index 07 December 2018 (94) (0.00)

(33) Call on 3600 SX5E Index 20 July 2018 (231) (0.00) (10) Call on 322.5 KOSPI2 Index 07 December 2018 (22) (0.00)

(28) Call on 3600 SX5E Index 20 July 2018 (2,321) (0.00) (20) Call on 325 KOSPI2 Index 07 December 2018 (45) (0.00)

(5) Put on 1180 DAX Index 21 September 2018 (6,573) (0.01) (20) Call on 327.5 KOSPI2 Index 07 December 2018 (45) (0.00)

(5) Put on 11850 DAX Index 21 September 2018 (6,941) (0.01) (21) Call on 330 KOSPI2 Index 07 December 2018 (47) (0.00)

(8) Put on 11900 DAX Index 21 September 2018 (11,708) (0.01) (1) Put on 295 KOSPI2 Index 07 December 2018 (442) (0.00)

(6) Put on 11950 DAX Index 21 September 2018 (9,272) (0.01) (4) Put on 297.5 KOSPI2 Index 07 December 2018 (2,521) (0.00)

167

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man AHL Multi Strategy AlternativeFinancial liabilities at fair value through profit or loss (continued)Financial liabilities at fair value through profit or loss (continued)Financial liabilities at fair value through profit or loss (continued)Financial liabilities at fair value through profit or loss (continued)

Fair Fair Fair Fair % of% of% of% of Fair Fair Fair Fair % of% of% of% of




South Korea (continued)South Korea (continued)South Korea (continued)South Korea (continued) United States (continued)United States (continued)United States (continued)United States (continued)

(10) Put on 300 KOSPI2 Index 07 December 2018 (8,703) (0.01) (695,250) AUD Call/USD Put K=0.7725 05 July 2018 (17) (0.00)

(12) Put on 302.5 KOSPI2 Index 07 December 2018 (14,347) (0.01) (540,750) AUD Call/USD Put K=0.7725 11 July 2018 (59) (0.00)






(195,547) (0.20) (233,070) AUD Call/USD Put K=0.7769 03 July 2018 (7) (0.00)

(544,320) AUD Call/USD Put K=0.7776 10 July 2018 (41) (0.00)

TaiwanTaiwanTaiwanTaiwan (289,800) AUD Put/USD Call K=0.7245 27 July 2018 (939) (0.00)

(6) Call on 10800 TWSE Index 18 July 2018 (728) (0.00) (507,710) AUD Put/USD Call K=0.7253 01 August 2018 (2,034) (0.00)

(8) Call on 10900 TWSE Index 18 July 2018 (558) (0.00) (362,900) AUD Put/USD Call K=0.7258 27 July 2018 (1,306) (0.00)

(10) Call on 11000 TWSE Index 18 July 2018 (385) (0.00) (508,690) AUD Put/USD Call K=0.7267 01 August 2018 (2,256) (0.00)





(9) Put on 10000 TWSE Index 18 July 2018 (214) (0.00) (292,280) AUD Put/USD Call K=0.7307 24 July 2018 (1,387) (0.00)


(7) Put on 10200 TWSE Index 18 July 2018 (310) (0.00) (73,250) AUD Put/USD Call K=0.7325 18 July 2018 (332) (0.00)





(7) Put on 10700 TWSE Index 18 July 2018 (1,607) (0.00) (668,610) AUD Put/USD Call K=0.7429 03 July 2018 (4,732) (0.00)


(3) Put on 10900 TWSE Index 18 July 2018 (1,309) (0.00) (223,530) AUD Put/USD Call K=0.7451 16 July 2018 (2,722) (0.00)

(8,762) (0.00) (521,920) AUD Put/USD Call K=0.7456 11 July 2018 (6,169) (0.01)

(223,770) AUD Put/USD Call K=0.7459 12 July 2018 (2,753) (0.00)

United KingdomUnited KingdomUnited KingdomUnited Kingdom (671,400) AUD Put/USD Call K=0.746 03 July 2018 (7,035) (0.01)

(3) Call on 7525 UKX Index 21 September 2018 (9,011) (0.01) (671,940) AUD Put/USD Call K=0.7466 03 July 2018 (7,571) (0.01)










(3) Call on 7900 UKX Index 21 September 2018 (2,159) (0.00) (1) Call on 1.185 Euro Currency Options 03 August 2018 (700) (0.00)



(8) Call on 8000 UKX Index 21 September 2018 (3,433) (0.00) (2) Call on 134.5 British Pound Currency Options

(11) Call on 8050 UKX Index 21 September 2018 (3,631) (0.00) 06 July 2018 (50) (0.00)

(13) Call on 8100 UKX Index 21 September 2018 (3,175) (0.00) (3) Call on 135 British Pound Currency Options 06 July 2018 (38) (0.00)

(13) Put on 6925 UKX Index 21 September 2018 (7,123) (0.01) (2) Call on 135 British Pound Currency Options

(11) Put on 7100 UKX Index 21 September 2018 (8,568) (0.01) 03 August 2018 (437) (0.00)

(4) Put on 7150 UKX Index 21 September 2018 (3,459) (0.00) (2) Call on 135.5 British Pound Currency Options

(1) Put on 7175 UKX Index 21 September 2018 (911) (0.00) 06 July 2018 (13) (0.00)



(4) Put on 7250 UKX Index 21 September 2018 (4,278) (0.00) (3) Call on 136 British Pound Currency Options 06 July 2018 (19) (0.00)


(2) Put on 7300 UKX Index 21 September 2018 (2,390) (0.00) 06 July 2018 (19) (0.00)





(4) Put on 7425 UKX Index 21 September 2018 (6,337) (0.01) (5) Call on 91.5 Japanese Yen Currency Options

(3) Put on 7450 UKX Index 21 September 2018 (5,030) (0.01) 06 July 2018 (562) (0.00)

(6) Put on 7475 UKX Index 21 September 2018 (10,694) (0.01) (6) Call on 92 Japanese Yen Currency Options 06 July 2018 (300) (0.00)

(152,938) (0.13) (7) Call on 92.5 Japanese Yen Currency Options

06 July 2018 (175) (0.00)

United StatesUnited StatesUnited StatesUnited States (7) Call on 93 Japanese Yen Currency Options 06 July 2018 (87) (0.00)

(299,720) AUD Call/USD Put K=0.7493 27 July 2018 (1,114) (0.00) (4) Call on 93 Japanese Yen Currency Options

(375,200) AUD Call/USD Put K=0.7504 27 July 2018 (1,250) (0.00) 03 August 2018 (1,050) (0.00)

(525,630) AUD Call/USD Put K=0.7509 01 August 2018 (1,950) (0.00) (7) Call on 93.5 Japanese Yen Currency Options

(375,950) AUD Call/USD Put K=0.7519 26 July 2018 (1,026) (0.00) 06 July 2018 (87) (0.00)

(526,680) AUD Call/USD Put K=0.7524 26 July 2018 (1,363) (0.00) (3) Call on 93.5 Japanese Yen Currency Options

(526,820) AUD Call/USD Put K=0.7526 01 August 2018 (1,666) (0.00) 03 August 2018 (600) (0.00)

(452,580) AUD Call/USD Put K=0.7543 24 July 2018 (847) (0.00) (6) Call on 94 Japanese Yen Currency Options 06 July 2018 (38) (0.00)

(528,150) AUD Call/USD Put K=0.7545 25 July 2018 (1,027) (0.00) (4) Call on 94 Japanese Yen Currency Options

(301,920) AUD Call/USD Put K=0.7548 24 July 2018 (533) (0.00) 03 August 2018 (600) (0.00)

(528,640) AUD Call/USD Put K=0.7552 25 July 2018 (949) (0.00) (6) Call on 94.5 Japanese Yen Currency Options

(75,630) AUD Call/USD Put K=0.7563 18 July 2018 (74) (0.00) 06 July 2018 (38) (0.00)

(378,600) AUD Call/USD Put K=0.7572 18 July 2018 (326) (0.00) (5) Call on 95 Japanese Yen Currency Options 06 July 2018 (31) (0.00)

(454,980) AUD Call/USD Put K=0.7583 17 July 2018 (299) (0.00) (4) Call on 95 Japanese Yen Currency Options

(379,350) AUD Call/USD Put K=0.7587 17 July 2018 (234) (0.00) 03 August 2018 (400) (0.00)

(688,230) AUD Call/USD Put K=0.7647 03 July 2018 (40) (0.00) (5) Call on 95.5 Japanese Yen Currency Options

(689,580) AUD Call/USD Put K=0.7662 03 July 2018 (27) (0.00) 06 July 2018 (31) (0.00)

(230,220) AUD Call/USD Put K=0.7674 16 July 2018 (51) (0.00) (32) Call on 113.5 United States 5 Years Futures 27 July 2018 (11,250) (0.01)


(538,580) AUD Call/USD Put K=0.7694 11 July 2018 (68) (0.00) (41) Call on 114 United States 5 Years Futures 27 July 2018 (6,086) (0.01)



(539,910) AUD Call/USD Put K=0.7713 11 July 2018 (62) (0.00)

168

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man AHL Multi Strategy Alternative (continued)Financial liabilities at fair value through profit or loss (continued)Financial liabilities at fair value through profit or loss (continued)Financial liabilities at fair value through profit or loss (continued)Financial liabilities at fair value through profit or loss (continued)





United States (continued)United States (continued)United States (continued)United States (continued) United States (continued)United States (continued)United States (continued)United States (continued)

(56) Call on 114.75 United States 5 Years Futures 27 July 2018 (2,188) (0.00) (812,560) EUR Put/USD Call K=1.1608 10 July 2018 (2,080) (0.00)

(43) Call on 115 United States 5 Years Futures 27 July 2018 (1,008) (0.00) (813,050) EUR Put/USD Call K=1.1615 12 July 2018 (2,510) (0.00)

(27) Call on 120 United States 10 Years Futures 27 July 2018 (14,766) (0.01) (348,720) EUR Put/USD Call K=1.1624 05 July 2018 (526) (0.00)




(47) Call on 121 United States 10 Years Futures 27 July 2018 (8,813) (0.01) (582,000) EUR Put/USD Call K=1.164 11 July 2018 (2,112) (0.00)

(15) Call on 121.25 United States 10 Years Futures 27 July 2018 (2,109) (0.00) (116,610) EUR Put/USD Call K=1.1661 09 July 2018 (451) (0.00)


(35) Call on 121.75 United States 10 Years Futures 27 July 2018 (2,734) (0.00) (133,810) GBP Call/USD Put K=1.3381 27 July 2018 (466) (0.00)

(33) Call on 122 United States 10 Years Futures 27 July 2018 (2,062) (0.00) (401,490) GBP Call/USD Put K=1.3383 01 August 2018 (1,608) (0.00)

(19) Call on 122.25 United States 10 Years Futures 27 July 2018 (891) (0.00) (468,930) GBP Call/USD Put K=1.3398 01 August 2018 (1,732) (0.00)

(24) Call on 144 United States Bond Futures 27 July 2018 (37,500) (0.04) (134,050) GBP Call/USD Put K=1.3405 19 July 2018 (271) (0.00)

(24) Call on 145 United States Bond Futures 27 July 2018 (24,000) (0.02) (469,280) GBP Call/USD Put K=1.3408 27 July 2018 (1,390) (0.00)

(13) Call on 145.5 United States Bond Futures 27 July 2018 (10,156) (0.01) (201,870) GBP Call/USD Put K=1.3458 18 July 2018 (248) (0.00)








(8) Call on 2765 S&P E-mini Index 20 July 2018 (4,600) (0.00) (472,570) GBP Call/USD Put K=1.3502 24 July 2018 (632) (0.00)








(6) Call on 2805 S&P E-mini Index 20 July 2018 (765) (0.00) (475,510) GBP Call/USD Put K=1.3586 05 July 2018 (90) (0.00)










(826,350) EUR Call/USD Put K=1.1805 27 July 2018 (3,499) (0.00) (478,135) GBP Call/USD Put K=1.3661 16 July 2018 (150) (0.00)



(829,010) EUR Call/USD Put K=1.1843 01 August 2018 (3,094) (0.00) (389,370) GBP Put/USD Call K=1.2979 01 August 2018 (1,166) (0.00)

(474,160) EUR Call/USD Put K=1.1854 25 July 2018 (1,118) (0.00) (454,475) GBP Put/USD Call K=1.2985 01 August 2018 (1,401) (0.00)

(829,990) EUR Call/USD Put K=1.1857 01 August 2018 (2,826) (0.00) (129,950) GBP Put/USD Call K=1.2995 19 July 2018 (249) (0.00)

(118,590) EUR Call/USD Put K=1.1859 05 July 2018 (28) (0.00) (129,950) GBP Put/USD Call K=1.2995 27 July 2018 (360) (0.00)

(830,970) EUR Call/USD Put K=1.1871 26 July 2018 (2,130) (0.00) (455,770) GBP Put/USD Call K=1.3022 27 July 2018 (1,458) (0.00)

(831,040) EUR Call/USD Put K=1.1872 26 July 2018 (2,114) (0.00) (195,720) GBP Put/USD Call K=1.3048 18 July 2018 (503) (0.00)

(237,680) EUR Call/USD Put K=1.1884 25 July 2018 (436) (0.00) (456,680) GBP Put/USD Call K=1.3048 23 July 2018 (1,435) (0.00)















(685,920) EUR Put/USD Call K=1.1432 31 July 2018 (1,396) (0.00) (461,125) GBP Put/USD Call K=1.3175 11 July 2018 (1,987) (0.00)



(804,510) EUR Put/USD Call K=1.1493 01 August 2018 (2,378) (0.00) (461,195) GBP Put/USD Call K=1.3177 11 July 2018 (2,016) (0.00)


(805,700) EUR Put/USD Call K=1.151 01 August 2018 (2,613) (0.00) (461,755) GBP Put/USD Call K=1.3193 16 July 2018 (2,649) (0.00)



(230,560) EUR Put/USD Call K=1.1528 05 July 2018 (97) (0.00) (594,900) GBP Put/USD Call K=1.322 05 July 2018 (2,279) (0.00)





(811,230) EUR Put/USD Call K=1.1589 12 July 2018 (2,016) (0.00) (139,620) NZD Call/USD Put K=0.6981 26 July 2018 (140) (0.00)

(927,520) EUR Put/USD Call K=1.1594 05 July 2018 (910) (0.00) (69,890) NZD Call/USD Put K=0.6989 23 July 2018 (49) (0.00)

169







(139,840) NZD Call/USD Put K=0.6992 19 July 2018 (67) (0.00) (2) Put on 131 British Pound Currency Options

(279,680) NZD Call/USD Put K=0.6992 26 July 2018 (243) (0.00) 03 August 2018 (887) (0.00)

(280,000) NZD Call/USD Put K=0.7 19 July 2018 (119) (0.00) (3) Put on 131.5 British Pound Currency Options

(280,600) NZD Call/USD Put K=0.7015 24 July 2018 (151) (0.00) 06 July 2018 (412) (0.00)



(280,880) NZD Call/USD Put K=0.7022 19 July 2018 (107) (0.00) (3) Put on 132 British Pound Currency Options 06 July 2018 (694) (0.00)



(282,480) NZD Call/USD Put K=0.7062 17 July 2018 (89) (0.00) (3) Put on 133 British Pound Currency Options 06 July 2018 (1,706) (0.00)




(354,350) NZD Call/USD Put K=0.7087 03 July 2018 (13) (0.00) 06 July 2018 (1,612) (0.00)

(212,970) NZD Call/USD Put K=0.7099 03 July 2018 (8) (0.00) (2) Put on 134 British Pound Currency Options 06 July 2018 (2,150) (0.00)



(427,500) NZD Call/USD Put K=0.7125 05 July 2018 (11) (0.00) (4) Put on 89 Japanese Yen Currency Options

(213,870) NZD Call/USD Put K=0.7129 03 July 2018 (8) (0.00) 03 August 2018 (1,050) (0.00)

(285,400) NZD Call/USD Put K=0.7135 10 July 2018 (38) (0.00) (7) Put on 89.5 Japanese Yen Currency Options




(285,920) NZD Call/USD Put K=0.7148 12 July 2018 (49) (0.00) (8) Put on 90 Japanese Yen Currency Options 06 July 2018 (900) (0.00)

(285,960) NZD Call/USD Put K=0.7149 16 July 2018 (54) (0.00) (4) Put on 90 Japanese Yen Currency Options






(286,440) NZD Call/USD Put K=0.7161 11 July 2018 (38) (0.00) (6) Put on 91 Japanese Yen Currency Options 06 July 2018 (3,900) (0.00)



(134,980) NZD Put/USD Call K=0.6749 26 July 2018 (1,087) (0.00) (3) Put on 92 Japanese Yen Currency Options 06 July 2018 (5,137) (0.01)

(67,500) NZD Put/USD Call K=0.675 23 July 2018 (507) (0.00) (3) Put on 92.5 Japanese Yen Currency Options

(135,120) NZD Put/USD Call K=0.6756 19 July 2018 (979) (0.00) 06 July 2018 (6,937) (0.01)

(270,360) NZD Put/USD Call K=0.6759 26 July 2018 (2,348) (0.00) (20) Put on 112 United States 5 Years Futures 27 July 2018 (313) (0.00)

(270,480) NZD Put/USD Call K=0.6762 19 July 2018 (2,064) (0.00) (37) Put on 112.25 United States 5 Years Futures 27 July 2018 (578) (0.00)

(203,190) NZD Put/USD Call K=0.6773 19 July 2018 (1,703) (0.00) (46) Put on 112.5 United States 5 Years Futures 27 July 2018 (1,078) (0.00)


(271,280) NZD Put/USD Call K=0.6782 24 July 2018 (2,679) (0.00) (67) Put on 113 United States 5 Years Futures 27 July 2018 (5,234) (0.01)



(271,560) NZD Put/USD Call K=0.6789 25 July 2018 (2,879) (0.00) (21) Put on 117.5 United States 10 Years Futures 27 July 2018 (328) (0.00)








(137,860) NZD Put/USD Call K=0.6893 03 July 2018 (2,507) (0.00) (14) Put on 139 United States Bond Futures 27 July 2018 (437) (0.00)

(275,800) NZD Put/USD Call K=0.6895 10 July 2018 (5,215) (0.01) (28) Put on 140 United States Bond Futures 27 July 2018 (1,313) (0.00)


(276,040) NZD Put/USD Call K=0.6901 12 July 2018 (5,501) (0.01) (16) Put on 141.5 United States Bond Futures 27 July 2018 (1,750) (0.00)






(277,160) NZD Put/USD Call K=0.6929 16 July 2018 (6,600) (0.01) (20) Put on 2615 S&P E-mini Index 20 July 2018 (10,250) (0.01)








(6) Put on 1.135 Euro Currency Options 03 August 2018 (1,125) (0.00) (13) Put on 2675 S&P E-mini Index 20 July 2018 (12,675) (0.01)

(3) Put on 1.14 Euro Currency Options 03 August 2018 (712) (0.00) (6) Put on S&P 2695 E-mini Index 20 July 2018 (7,350) (0.01)




(2) Put on 1.16 Euro Currency Options 03 August 2018 (1,350) (0.00) (7) Put on S&P 2715 E-mini Index 20 July 2018 (10,762) (0.01)

(2) Put on 1.165 Euro Currency Options 03 August 2018 (1,725) (0.00) (6) Put on S&P 2720E-mini Index 20 July 2018 (9,750) (0.01)


(3) Put on 1.175 Euro Currency Options 06 July 2018 (2,025) (0.00) (10) Put on S&P 2730 E-mini Index 20 July 2018 (18,250) (0.02)


(3) Put on 1.195 Euro Currency Options 03 August 2018 (1,125) (0.00) (458,786) USD Call/CAD Put K=1.3078 06 July 2018 (3,520) (0.00)

(6) Put on 1.205 Euro Currency Options 03 August 2018 (1,125) (0.00) (610,967) USD Call/CAD Put K=1.3094 03 July 2018 (3,381) (0.00)

(3) Put on 129.5 British Pound Currency Options (610,314) USD Call/CAD Put K=1.3108 03 July 2018 (2,900) (0.00)

03 August 2018 (675) (0.00) (609,663) USD Call/CAD Put K=1.3122 06 July 2018 (3,360) (0.00)

(3) Put on 130 British Pound Currency Options 06 July 2018 (75) (0.00) (609,199) USD Call/CAD Put K=1.3132 05 July 2018 (2,573) (0.00)

(3) Put on 130 British Pound Currency Options (532,765) USD Call/CAD Put K=1.3139 13 July 2018 (3,643) (0.00)

03 August 2018 (844) (0.00) (608,550) USD Call/CAD Put K=1.3146 03 July 2018 (1,801) (0.00)

(2) Put on 130.5 British Pound Currency Options (712) (0.00) (76,023) USD Call/CAD Put K=1.3154 06 July 2018 (320) (0.00)

03 August 2018 (607,672) USD Call/CAD Put K=1.3165 03 July 2018 (1,374) (0.00)

(4) Put on 131 British Pound Currency Options 06 July 2018 (325) (0.00) (607,349) USD Call/CAD Put K=1.3172 05 July 2018 (1,647) (0.00)

170







(531,390) USD Call/CAD Put K=1.3173 11 July 2018 (2,669) (0.00) (20,330) USD Call/TRY Put K=4.9188 25 July 2018 (71) (0.00)









(299,963) USD Call/CAD Put K=1.3335 17 July 2018 (687) (0.00) (39,620) USD Call/TRY Put K=5.048 20 July 2018 (42) (0.00)

(223,847) USD Call/CAD Put K=1.3402 02 August 2018 (661) (0.00) (39,580) USD Call/TRY Put K=5.0531 18 July 2018 (40) (0.00)

(74,394) USD Call/CAD Put K=1.3442 02 August 2018 (181) (0.00) (79,159) USD Call/TRY Put K=5.0531 24 July 2018 (117) (0.00)



(817,661) USD Call/JPY Put K=110.07 03 July 2018 (5,319) (0.01) (59,100) USD Call/TRY Put K=5.0761 20 July 2018 (60) (0.00)





(541,712) USD Call/JPY Put K=110.76 25 July 2018 (3,407) (0.00) (192,750) USD Call/ZAR Put K=12.9702 03 July 2018 (10,489) (0.01)


(90,147) USD Call/JPY Put K=110.93 05 July 2018 (168) (0.00) (153,000) USD Call/ZAR Put K=13.0719 03 July 2018 (7,217) (0.01)






(629,666) USD Call/JPY Put K=111.17 19 July 2018 (2,494) (0.00) (36,600) USD Call/ZAR Put K=13.6612 16 July 2018 (630) (0.00)



(629,213) USD Call/JPY Put K=111.25 09 July 2018 (1,373) (0.00) (630,418) USD Put/CAD Call K=1.269 06 July 2018 (40) (0.00)








(89,694) USD Call/JPY Put K=111.49 23 July 2018 (302) (0.00) (547,731) USD Put/CAD Call K=1.278 11 July 2018 (141) (0.00)










(625,726) USD Call/JPY Put K=111.87 12 July 2018 (843) (0.00) (545,384) USD Put/CAD Call K=1.2835 13 July 2018 (238) (0.00)

(625,279) USD Call/JPY Put K=111.95 01 August 2018 (2,023) (0.00) (309,191) USD Put/CAD Call K=1.2937 17 July 2018 (465) (0.00)

(625,223) USD Call/JPY Put K=111.96 01 August 2018 (2,009) (0.00) (231,089) USD Put/CAD Call K=1.2982 02 August 2018 (919) (0.00)

(171,465) USD Call/MXN Put K=20.4123 01 August 2018 (1,329) (0.00) (76,829) USD Put/CAD Call K=1.3016 02 August 2018 (367) (0.00)

(97,380) USD Call/MXN Put K=20.5381 26 July 2018 (527) (0.00) (76,359) USD Put/CAD Call K=1.3096 30 July 2018 (492) (0.00)

(460,084) USD Call/MXN Put K=20.6484 03 July 2018 (804) (0.00) (76,330) USD Put/CAD Call K=1.3101 27 July 2018 (485) (0.00)

(361,275) USD Call/MXN Put K=20.7598 27 July 2018 (1,423) (0.00) (844,436) USD Put/JPY Call K=106.58 03 July 2018 (34) (0.00)

(433,169) USD Call/MXN Put K=20.7771 03 July 2018 (674) (0.00) (843,249) USD Put/JPY Call K=106.73 03 July 2018 (44) (0.00)

(360,974) USD Call/MXN Put K=20.7771 31 July 2018 (1,567) (0.00) (839,317) USD Put/JPY Call K=107.23 03 July 2018 (91) (0.00)












(41,660) USD Call/TRY Put K=4.8008 10 July 2018 (80) (0.00) (647,668) USD Put/JPY Call K=108.08 09 July 2018 (184) (0.00)



(20,710) USD Call/TRY Put K=4.8286 11 July 2018 (36) (0.00) (647,010) USD Put/JPY Call K=108.19 31 July 2018 (1,524) (0.00)








171


Fair Fair Fair Fair % of% of% of% of

Value Value Value Value NetNetNetNet

Nominal Nominal Nominal Nominal DescriptionDescriptionDescriptionDescription US$ US$ US$ US$ AssetsAssetsAssetsAssets

Option contracts (continued)Option contracts (continued)Option contracts (continued)Option contracts (continued)

United States (continued)United States (continued)United States (continued)United States (continued)

(92,268) USD Put/JPY Call K=108.38 23 July 2018 (152) (0.00)


(645,042) USD Put/JPY Call K=108.52 23 July 2018 (1,169) (0.00)


(644,093) USD Put/JPY Call K=108.68 01 August 2018 (2,083) (0.00)

(736,106) USD Put/JPY Call K=108.68 01 August 2018 (2,381) (0.00)





(643,737) USD Put/JPY Call K=108.74 18 July 2018 (1,022) (0.00)


(183,085) USD Put/MXN Call K=19.1168 01 August 2018 (1,259) (0.00)

(494,665) USD Put/MXN Call K=19.2049 03 July 2018 (1,957) (0.00)

(103,980) USD Put/MXN Call K=19.2345 26 July 2018 (795) (0.00)










(50,590) USD Put/MXN Call K=19.7668 11 July 2018 (841) (0.00)





(46,200) USD Put/TRY Call K=4.329 10 July 2018 (36) (0.00)






























(204,501) USD Put/ZAR Call K=12.2249 03 July 2018 (9) (0.00)











(1,288,212) (0.78)

Total option contractsTotal option contractsTotal option contractsTotal option contracts (2,546,395) (1.80)

172

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man AHL Multi Strategy Alternative (continued)

Financial liabilities at fair value through profit or loss (continued)Financial liabilities at fair value through profit or loss (continued)Financial liabilities at fair value through profit or loss (continued)Financial liabilities at fair value through profit or loss (continued)

Forward currency contracts (note 4)*Forward currency contracts (note 4)*Forward currency contracts (note 4)*Forward currency contracts (note 4)*

Unrealised Unrealised Unrealised Unrealised % of% of% of% of

loss loss loss loss Net Net Net Net

Amount ReceivableAmount ReceivableAmount ReceivableAmount Receivable Amount PayableAmount PayableAmount PayableAmount Payable Maturity DateMaturity DateMaturity DateMaturity Date ContractsContractsContractsContracts US$ US$ US$ US$ AssetsAssetsAssetsAssets

AUD1,101,135 €700,000 02 July 2018 1 (3,886) (0.00)

AUD12,148,009 €7,800,000 31 July 2018 77 (152,161) (0.15)

AUD712,758 £400,000 02 July 2018 4 (1,550) (0.00)

AUD800,019 £450,000 03 July 2018 6 (3,126) (0.00)

AUD3,191,219 £1,800,000 27 July 2018 33 (21,483) (0.02)

AUD100,000 JPY8,198,310 03 July 2018 1 (150) (0.00)

AUD5,700,000 JPY474,553,956 24 July 2018 54 (79,866) (0.08)

AUD200,000 NZD218,473 03 July 2018 2 (148) (0.00)

AUD1,100,000 NZD1,201,224 30 July 2018 22 (476) (0.00)

AUD5,800,000 US$4,290,436 02 July 2018 3 (5,131) (0.01)

AUD300,000 US$221,757 03 July 2018 3 (104) (0.00)

AUD27,879 US$21,055 12 July 2018 5 (457) (0.00)

AUD25,100,000 US$18,977,295 18 July 2018 217 (431,224) (0.43)

BRL1,600,000 US$419,334 02 August 2018 14 (5,165) (0.01)

BRL61,300,000 US$16,623,456 03 July 2018 264 (698,546) (0.70)

CAD307,002 €200,000 03 July 2018 2 (176) (0.00)

CAD6,233,646 €4,100,000 30 July 2018 39 (56,746) (0.06)

CAD1,700,000 US$1,299,781 03 July 2018 5 (7,352) (0.01)

CAD12,600,000 US$9,803,749 05 July 2018 119 (224,223) (0.23)

CAD2,540,593 US$1,950,433 12 July 2018 1 (18,639) (0.02)

CHF115,706 €100,000 02 July 2018 1 (225) (0.00)

CHF2,996,252 €2,600,000 06 July 2018 112 (17,983) (0.02)

CHF16,600,000 US$16,929,947 05 July 2018 117 (204,505) (0.21)

CHF5,249,295 US$5,322,425 31 July 2018 1 (21,402) (0.02)

CLP150,000,000 US$249,958 10 August 2018 1 (19,545) (0.02)

CLP4,900,000,000 US$8,089,540 11 July 2018 438 (562,766) (0.57)

CNH11,000,000 US$1,702,043 19 July 2018 9 (43,399) (0.04)

COP200,000,000 US$67,881 14 September 2018 1 (26) (0.00)

COP800,000,000 US$276,404 17 August 2018 4 (4,632) (0.00)

€200,000 AUD318,002 31 July 2018 2 (913) (0.00)

€700,000 CAD1,077,564 03 July 2018 3 (1,710) (0.00)

€400,000 CAD620,732 30 July 2018 4 (4,026) (0.00)

€4,600,000 CHF5,488,900 06 July 2018 14 (157,467) (0.16)

€1,100,000 £973,721 02 July 2018 37 (1,149) (0.00)

€4,300,000 £3,817,029 03 July 2018 10 (18,441) (0.02)

€800,000 £709,725 10 July 2018 5 (2,695) (0.00)

€10,500,000 JPY1,369,405,933 10 July 2018 82 (103,289) (0.10)

€500,000 NOK4,760,433 03 July 2018 4 (231) (0.00)

€1,300,000 NOK12,469,255 30 July 2018 13 (10,501) (0.01)

€303,339 PLN1,326,935 03 July 2018 4 (177) (0.00)

€400,000 RON1,872,249 20 July 2018 4 (508) (0.00)

€100,000 RON469,931 31 August 2018 4 (9) (0.00)

€200,000 SEK2,090,264 03 July 2018 1 (147) (0.00)

€1,900,274 US$2,236,744 12 July 2018 6 (15,989) (0.02)

€12,400,000 US$14,820,070 19 July 2018 99 (321,053) (0.32)

£400,000 AUD718,613 27 July 2018 8 (2,212) (0.00)

£176,865 €200,000 03 July 2018 2 (29) (0.00)

£19,741,041 €22,500,000 10 July 2018 189 (214,740) (0.22)

£50,000 JPY7,311,900 03 July 2018 1 (6) (0.00)

£3,650,000 JPY540,433,633 26 July 2018 69 (63,166) (0.06)

£15,400,000 US$20,621,497 10 July 2018 287 (279,676) (0.28)

£591,815 US$784,673 12 July 2018 4 (2,873) (0.00)

£1,699,408 US$2,253,959 31 July 2018 2 (6,982) (0.01)

HKD9,963 US$1,270 12 July 2018 1 - (0.00)

HUF576,182,719 €1,800,000 20 July 2018 11 (58,169) (0.06)

HUF63,027 US$232 12 July 2018 1 (9) (0.00)

HUF40,000,000 US$145,315 31 July 2018 4 (3,131) (0.00)

IDR1,000,000,000 US$71,863 09 July 2018 1 (1,905) (0.00)

ILS500,000 US$137,050 03 July 2018 1 (420) (0.00)

INR115,000,000 US$1,677,094 03 August 2018 9 (5,927) (0.01)

INR112,500,000 US$1,650,622 05 July 2018 27 (9,159) (0.01)

INR365,000,000 US$5,344,593 23 July 2018 75 (32,124) (0.03)

JPY48,544,300 AUD600,000 02 July 2018 4 (4,958) (0.00)

JPY49,063,800 AUD600,000 03 July 2018 1 (237) (0.00)

JPY194,898,435 AUD2,400,000 24 July 2018 87 (10,810) (0.01)

JPY89,439,320 €700,000 02 July 2018 2 (9,828) (0.01)

JPY51,526,500 €400,000 03 July 2018 4 (1,840) (0.00)

JPY1,431,948,155 €11,200,000 10 July 2018 92 (149,588) (0.15)

JPY79,339,700 £550,000 02 July 2018 1 (9,802) (0.01)

JPY58,072,000 £400,000 03 July 2018 1 (3,773) (0.00)

JPY458,066,689 £3,150,000 26 July 2018 54 (20,874) (0.02)

JPY440,000,000 US$3,979,578 02 July 2018 6 (6,427) (0.01)

JPY110,000,000 US$994,753 03 July 2018 8 (1,400) (0.00)

JPY88,595,681 US$811,791 12 July 2018 8 (11,240) (0.01)

JPY2,300,000,000 US$21,136,320 24 July 2018 211 (336,138) (0.34)

MXN5,409,267 US$274,792 27 July 2018 9 (840) (0.00)

NOK6,625,496 €700,000 02 July 2018 4 (4,452) (0.00)

NOK1,894,570 €200,000 03 July 2018 1 (1,086) (0.00)

173

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man AHL Multi Strategy Alternative (continued)


Forward currency contracts (note 4)* (continued)Forward currency contracts (note 4)* (continued)Forward currency contracts (note 4)* (continued)Forward currency contracts (note 4)* (continued)




NOK78,949,524 €8,309,402 30 July 2018 76 (25,266) (0.03)

NOK2,000,000 SEK2,202,451 02 July 2018 2 (831) (0.00)

NOK500,000 SEK551,047 03 August 2018 1 (327) (0.00)

NOK2,000,000 SEK2,197,960 03 July 2018 3 (337) (0.00)

NOK500,000 US$61,443 02 July 2018 1 (88) (0.00)

NOK7,500,000 US$921,404 03 July 2018 2 (1,056) (0.00)

NOK88,984 US$11,001 12 July 2018 3 (78) (0.00)

NOK9,500,000 US$1,176,446 26 July 2018 19 (9,569) (0.01)

NZD2,069,002 AUD1,900,000 02 July 2018 8 (2,989) (0.00)

NZD326,934 AUD300,000 03 July 2018 1 (303) (0.00)

NZD5,751,465 AUD5,300,000 30 July 2018 61 (22,250) (0.02)

NZD5,335,320 US$3,617,700 02 July 2018 15 (5,423) (0.01)

NZD7,946 US$5,478 12 July 2018 4 (97) (0.00)

NZD14,400,000 US$10,012,347 13 July 2018 160 (262,765) (0.26)

PEN5,000,000 US$1,529,745 13 August 2018 41 (5,740) (0.01)

PLN871,280 €200,000 02 July 2018 3 (833) (0.00)

PLN10,796,695 €2,500,000 24 July 2018 23 (39,497) (0.04)

PLN3,781,236 €900,000 25 July 2018 5 (42,493) (0.04)

PLN95,387 US$25,557 12 July 2018 3 (75) (0.00)

PLN3,600,000 US$978,506 25 July 2018 19 (16,595) (0.02)

RON4,193,688 €900,000 20 July 2018 10 (3,576) (0.00)

RON1,407,652 €300,000 31 August 2018 9 (508) (0.00)

RUB150,000,000 US$2,538,522 10 August 2018 88 (157,161) (0.16)

SEK19,814,440 €1,900,000 02 July 2018 8 (3,427) (0.00)

SEK3,130,138 €300,000 03 August 2018 2 (357) (0.00)

SEK77,083,094 €7,500,000 03 July 2018 72 (140,049) (0.14)

SEK7,567,857 NOK7,000,000 03 August 2018 12 (11,871) (0.01)

SEK482,960 US$55,806 12 July 2018 6 (1,768) (0.00)

SEK27,500,000 US$3,150,614 17 July 2018 51 (72,439) (0.07)

SEK120,037,423 US$13,583,965 31 July 2018 1 (133,198) (0.13)

SGD1,900,000 US$1,419,245 16 July 2018 16 (25,300) (0.03)

THB20,000,000 US$610,375 16 July 2018 5 (6,454) (0.01)

TRY900,000 US$196,923 02 July 2018 8 (718) (0.00)

TRY600,000 US$130,012 25 July 2018 19 (511) (0.00)

US$13,289,001 AUD18,100,000 02 July 2018 25 (84,106) (0.08)

US$6,472,999 AUD8,800,000 03 July 2018 26 (28,831) (0.03)

US$67,154 AUD90,978 12 July 2018 3 (66) (0.00)

US$2,580,652 AUD3,500,000 18 July 2018 9 (5,453) (0.01)

US$77,609 BRL300,000 02 August 2018 3 (49) (0.00)

US$8,613,850 CAD11,400,000 03 July 2018 14 (53,027) (0.05)

US$3,010,583 CAD4,000,000 05 July 2018 17 (30,539) (0.03)

US$6,526 CAD8,658 12 July 2018 4 (57) (0.00)

US$2,303,929 CHF2,300,000 02 July 2018 13 (12,925) (0.01)

US$3,419,276 CHF3,400,000 03 July 2018 12 (5,898) (0.01)

US$10,337,507 CHF10,300,000 05 July 2018 118 (40,324) (0.04)

US$5,657,095 €4,900,000 02 July 2018 15 (65,086) (0.07)

US$4,772,907 €4,100,000 03 July 2018 4 (15,371) (0.02)

US$1,811,225 €1,553,000 12 July 2018 2 (3,689) (0.00)

US$1,979,018 €1,700,000 19 July 2018 15 (8,752) (0.01)

US$11,775,870 £9,000,306 02 July 2018 21 (108,309) (0.11)

US$6,809,688 £5,200,000 03 July 2018 12 (56,788) (0.06)

US$1,974,501 £1,500,000 10 July 2018 9 (6,845) (0.01)

US$10,115 £7,673 12 July 2018 3 (21) (0.00)

US$1,139,472 HKD8,939,000 12 July 2018 1 (92) (0.00)

US$35,392 HUF10,000,000 03 July 2018 1 (92) (0.00)

US$649,326 INR44,720,313 23 July 2018 17 (1,565) (0.00)

US$270,892 JPY30,000,000 03 July 2018 2 (22) (0.00)

US$812,404 JPY90,000,000 24 July 2018 7 (1,517) (0.00)

US$9,588,916 KRW10,700,000,000 30 July 2018 37 (28,962) (0.03)

US$1,218,134 MXN24,000,000 02 July 2018 4 (2,296) (0.00)

US$6,533,459 MXN132,500,000 27 July 2018 111 (176,997) (0.18)

US$61,151 NOK500,000 02 July 2018 1 (203) (0.00)

US$367,333 NOK3,000,000 03 July 2018 6 (804) (0.00)

US$15,683 NOK128,208 12 July 2018 3 (56) (0.00)

US$122,178 NOK1,000,000 26 July 2018 2 (652) (0.00)

US$6,135,938 NZD9,072,785 02 July 2018 64 (6,788) (0.01)

US$4,916,704 NZD7,264,682 03 July 2018 37 (1,851) (0.00)

US$270,569 NZD400,000 13 July 2018 2 (252) (0.00)

US$1,594,998 PEN5,250,000 13 August 2018 33 (5,202) (0.01)

US$279,590 PHP15,000,000 03 August 2018 2 (557) (0.00)

US$652,134 PHP35,000,000 23 July 2018 3 (2,179) (0.00)

US$26,523 PLN100,000 25 July 2018 1 (197) (0.00)

US$1,832,675 RUB117,500,000 10 August 2018 52 (32,725) (0.03)

US$222,755 SEK2,000,000 02 July 2018 2 (857) (0.00)

US$55,836 SEK500,000 03 July 2018 1 (71) (0.00)

US$805 SEK7,239 12 July 2018 1 (5) (0.00)

US$130,346 TRY600,000 02 July 2018 1 (458) (0.00)

US$1,162,871 TRY5,500,000 25 July 2018 37 (24,232) (0.02)

174


Forward currency contracts (note 4)* (continued)Forward currency contracts (note 4)* (continued)Forward currency contracts (note 4)* (continued)Forward currency contracts (note 4)* (continued) Unrealised Unrealised Unrealised Unrealised % of% of% of% of



US$82,094 TWD2,500,000 30 July 2018 1 (134) (0.00)

US$2,795,355 ZAR39,000,000 02 July 2018 8 (48,995) (0.05)

US$36,271 ZAR500,000 03 July 2018 1 (190) (0.00)

US$360,098 ZAR5,000,000 23 July 2018 7 (3,557) (0.00)

ZAR37,500,000 US$2,752,739 02 July 2018 4 (17,789) (0.02)

ZAR1,500,000 US$109,412 03 July 2018 3 (27) (0.00)

ZAR151,500,000 US$12,197,174 23 July 2018 261 (1,178,395) (1.18)

Total unrealised loss on forward currency contractsTotal unrealised loss on forward currency contractsTotal unrealised loss on forward currency contractsTotal unrealised loss on forward currency contracts (7,535,022) (7.53)

Total financial liabilities at fair value through profit or loss - trading Total financial liabilities at fair value through profit or loss - trading Total financial liabilities at fair value through profit or loss - trading Total financial liabilities at fair value through profit or loss - trading (16,852,682) (16.92)

Total financial assets at fair value through profit or loss - trading Total financial assets at fair value through profit or loss - trading Total financial assets at fair value through profit or loss - trading Total financial assets at fair value through profit or loss - trading 28,495,783 28.60

Total financial liabilities at fair value through profit or loss - trading Total financial liabilities at fair value through profit or loss - trading Total financial liabilities at fair value through profit or loss - trading Total financial liabilities at fair value through profit or loss - trading (16,852,682) (16.92)

Other net assetsOther net assetsOther net assetsOther net assets 87,934,197 88.32

Net Assets Attributable to Holders of Redeemable Participating SharesNet Assets Attributable to Holders of Redeemable Participating SharesNet Assets Attributable to Holders of Redeemable Participating SharesNet Assets Attributable to Holders of Redeemable Participating Shares 99,577,298 100.00

*The forward currency contracts are held with the Bank of New York Mellon, HSBC Bank Plc, Royal Bank of Scotland and Deutsche Bank AG, London

ClassificationClassificationClassificationClassification

(a) Exchange traded derivative instruments

(b) OTC financial derivative instruments

(#) All other investments held at the year end are transferable securities listed on an official stock exchange

Analysis of Total AssetsAnalysis of Total AssetsAnalysis of Total AssetsAnalysis of Total Assets % of Total Assets% of Total Assets% of Total Assets% of Total Assets

Transferable securities listed on an official stock exchange 1.65

Exchange traded financial derivative instruments described in classification (a) above 1.95

Transferable securities as described in # above 7.41

OTC financial derivative instruments described in classification (b) above 5.96

Other current assets 83.03

100.00

175

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man AHL Target RiskFinancial assets at fair value through profit or loss

Fair % of Fair % of

Value Net Value Net

Nominal Description US$ Assets Nominal Description US$ AssetsCredit default swaps (b) Government bonds (continued)European Union United Kingdom

(160,000,000) ITraxx-Europes 29V1 5Years 100bps 20 June 2023_ 60,632,880 United Kingdom Gilt Inflation Linked 0.125% 22/03/2026 92,656,122 16.42 Goldman Sachs 2,435,695 0.43

(40,000,000) ITraxx-Xovers 29V1 5Y 500bps 20 June 2023_ United StatesCredit Suisse Securities 3,739,907 0.66 5,000,000 United States Treasury Bill 0% 04/10/2018# 4,975,406 0.88

6,175,602 1.09 2,000,000 United States Treasury Bill 0% 16/08/2018 1,995,478 0.35 5,000,000 United States Treasury Bill 0% 12/07/2018 4,997,694 0.88

United States 15,000,000 United States Treasury Bill 0% 15/11/2018# 14,887,202 2.64 (90,000,000) NAHYS 30V1 5Years 500bps 20 June 2023_ 5,000,000 United States Treasury Bill 0% 25/10/2018# 4,969,144 0.88

JP Morgan Securities Limited 5,175,716 0.92 61,797,000 United States Treasury Inflation Indexed Bonds 0.125%(230,000,000) NAIGS30 V1 5 Years 100bps 20 June 2023_ 15/07/2022 60,547,784 10.73

Credit Suisse Securities 3,398,115 0.60 94,204,320 United States Treasury Inflation Indexed Bonds 0.375%

8,573,831 1.52 15/07/2027 91,689,139 16.25 184,061,847 32.61

Total credit default swaps 14,749,433 2.61 Total government bonds 431,308,852 76.43

Futures contracts (a)Australia Total return swap

24 SPI 200 Futures September 2018 24,825 0.00 United States

24,825 0.00 767,000 BBG Commex AG&LV Capital 1,880,326 0.33

Canada Total total return swap 1,880,326 0.33 143 Canadian 10 Years Bond Futures September 2018 214,444 0.04 112 S&P/TSX 60 Index Futures September 2018 91,230 0.02

305,674 0.06

Germany32 EURO BUXL 30 Years Bond September 2018 126,609 0.02

413 EURO-BOBL Futures September 2018 236,347 0.04 104 EURO-BTP Future September 2018 1,716 0.00 345 EURO-BUND Futures September 2018 499,898 0.09 179 EURO-OAT Futures September 2018 399,185 0.07

1,263,755 0.22

Hong Kong26 HANG SENG Index Futures July 2018 6,220 0.00 64 HSCEI Futures July 2018 58,493 0.01

64,713 0.01

Japan101 Japan 10 Years Bond (OSE) September 2018 182,955 0.03

182,955 0.03

Singapore103 MSCI SING IX ETS July 2018 10,755 0.00

71 MSCI Taiwan Index July 2018 20,410 0.01 22 SGX Nifty 50 July 2018 342 0.00

31,507 0.01

South Africa55 FTSE/JSE TOP 40 September 2018 50,346 0.01

50,346 0.01

South Korea87 Korea 10 Years Bond Futures September 2018 77,012 0.01

108 Korea 3 Years Bond Futures September 2018 25,070 0.01 102,082 0.02

Turkey689 BIST 30 Futures August 2018 17,672 0.00

United Kingdom873 Long Gilt Futures September 2018 805,775 0.14

United States729 United States 10 Years Note (CBT) September 2018 138,281 0.03 536 United States 5 Years Note (CBT) September 2018 76,907 0.01 388 United States Long Bond (CBT) September 2018 521,781 0.09 220 United States Ultra Bond (CBT) September 2018 436,969 0.08

1,173,938 0.21

Total futures contracts 4,023,242 0.71

Government bondsFrance

48,396,480 French Republic Government Bond OAT 1.85% 25/07/2027 72,156,433 12.79

Germany63,253,340 Deutsche Bundesrepublik Inflation Linked Bond 0.1%

15/04/2026 82,434,450 14.61

176

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man AHL TargetRisk (continued)

Financial assets at fair value through profit or loss (continued)

Forward currency contracts (note 4) (b)*

Unrealised % of

gain Net

Amount Receivable Amount Payable Maturity Date Contracts US$ US$

€20,946,701 US$24,327,856 12 July 2018 3 151,514 0.03

€110,961,110 US$129,793,429 31 July 2018 2 69,896 0.01

£5,470 US$7,229 31 July 2018 2 4 0.00

US$66,316 CHF65,464 31 July 2018 2 207 0.00

US$133,130,531 €112,661,684 12 July 2018 4 1,468,410 0.26

US$5,606,280 €4,763,000 12 July 2018 1 39,998 0.01

US$91,816,661 £68,591,665 12 July 2018 2 1,205,497 0.21

US$7,260,160 £5,424,000 12 July 2018 1 94,931 0.02

US$429,200 £323,744 31 July 2018 1 1,142 0.00

US$1,000,100 JPY 109,450,902 31 July 2018 1 9,791 0.00

US$16 SEK 139 31 July 2018 2 - 0.00



177

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued) Man AHL TargetRisk (continued)

Financial liabilities at fair value through profit or lossFinancial liabilities at fair value through profit or lossFinancial liabilities at fair value through profit or lossFinancial liabilities at fair value through profit or loss




Credit default swapCredit default swapCredit default swapCredit default swap

European UnionEuropean UnionEuropean UnionEuropean Union

10,000,000 ITraxx Europes 29V1 5Years 100ps 20 June 2023_

Credit Suisse International (152,231) (0.03)

Total credit default swapTotal credit default swapTotal credit default swapTotal credit default swap (152,231) (0.03)

Future contractsFuture contractsFuture contractsFuture contracts

FranceFranceFranceFrance

168 CAC40 10 EURO Futures July 2018 (270,661) (0.05)

GermanyGermanyGermanyGermany

27 DAX Index Future September 2018 (384,503) (0.07)

316 EURO STOXX 50 September 2018 (274,666) (0.05)

(659,169) (0.12)

ItalyItalyItalyItaly

49 FTSE/MIB Index Futures September 2018 (128,652) (0.02)

JapanJapanJapanJapan

60 TOPIX Index Futures September 2018 (233,061) (0.04)

NetherlandsNetherlandsNetherlandsNetherlands

62 Amsterdam Index Futures July 2018 (173,603) (0.03)

SingaporeSingaporeSingaporeSingapore

72 FTSE China A50 July 2018 (4,529) (0.00)

177 NIKKEI 225 (SGX) September 2018 (183,691) (0.03)

(188,220) (0.03)

South KoreaSouth KoreaSouth KoreaSouth Korea

132 KOSPI2 Index Futures September 2018 (447,768) (0.08)

SpainSpainSpainSpain

40 IBEX 35 Index Futures July 2018 (90,129) (0.02)

SwedenSwedenSwedenSweden

152 OMXS30 Index Futures July 2018 (2,442) (0.00)

SwitzerlandSwitzerlandSwitzerlandSwitzerland

70 Swiss Market Index Futures September 2018 (16,033) (0.00)

United KingdomUnited KingdomUnited KingdomUnited Kingdom

624 FTSE 100 Index Futures September 2018 (313,309) (0.06)

United StatesUnited StatesUnited StatesUnited States

189 NASDAQ 100 E-Mini September 2018 (412,085) (0.07)

390 S&P500 E-Mini Futures September 2018 (1,156,503) (0.20)

137 United States 2 Years Note (CBT) September 2018 (47,781) (0.01)

(1,616,369) (0.28)

Total future contractsTotal future contractsTotal future contractsTotal future contracts (4,139,416) (0.73)

178

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man AHL TargetRisk (continued)Financial liabilities at fair value through profit or loss (continued)

Forward currency contracts (note 4)* Unrealised % of

loss Net

Amount Receivable Amount Payable Maturity Date Contracts US$ AssetsCHF5,316,081 US$5,390,142 31 July 2018 2 (21,674) (0.00)

€2,015,190 US$2,388,726 12 July 2018 1 (33,673) (0.01)

£11,282,066 US$15,082,689 12 July 2018 3 (178,820) (0.03)

£27,891,790 US$36,993,438 31 July 2018 1 (114,599) (0.02)

JPY 9,223,278,871 US$84,370,319 31 July 2018 1 (918,359) (0.16)

SEK 11,212 US$1,269 31 July 2018 2 (12) (0.00)

US$40,997,357 €35,288,955 12 July 2018 7 (243,093) (0.04)

US$5,118,980 €4,386,000 12 July 2018 1 (6,721) (0.00)

US$1,102,170 €942,732 31 July 2018 3 (1,157) (0.00)

US$6,891 £5,220 02 July 2018 1 (2) (0.00)

US$11,550,066 £8,787,327 12 July 2018 3 (58,195) (0.01)






Net assets attributable to holders of redeemable participating shares 564,324,153 100.00

**The forward currency contracts are held with the Bank of New York Mellon and Royal Bank of Scotland

Classifications :(a) Exchange traded derivative instruments(b) OTC financial derivatives instruments#Transferable securities other than those listed on an official stock exchange or dealt on another regulated marketAll other investments held at the year end are transferable securities listed on an official stock exchange

% of Total

Analysis of total assets Assets


Exchange traded derivative instruments described in classification (a) above 2.42


Transferable Securities as described in # above 92.85



179

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man GLG European Mid-Cap Equity AlternativeFinancial assets at fair value through profit or loss


Nominal Description € Assets Nominal Description € AssetsContracts for difference (b) Contracts for difference (b) (continued)Belgium United Kingdom (continued)

(238,999) BPOST SA 962,030 0.15 2,852,185 Informa Plc 2,869,315 0.44 (2,125,988) Intu Properties Plc 331,244 0.05

Finland (1,580,318) Royal Mail Plc 340,600 0.05 (2,795,945) Nokia OYJ 480,903 0.07 (616,392) SSP Group Plc 129,616 0.02 (195,000) UPM-Kymmene OYJ 200,850 0.03 (2,664,186) Stagecoach Group Plc 352,351 0.05

681,753 0.10 (306,925) Whitbread Plc 974,063 0.15 7,542,881 1.15

France 111,279 Alten SA 548,027 0.08 United States (288,197) Cie Plastic Omnium SA 986,241 0.15 (36,720) FTSE Francesmidcaptrada 1,269,535 0.19 (310,686) Klepierre SA 461,360 0.07 (20,584) FTSE Italysmidcaptrad 1,977,524 0.31 197,425 Nexity SA 447,974 0.07 3,247,059 0.50 307,237 SMCP SA 1,012,045 0.16 (23,760) STOXX Europe Small 200 Index 66,075 0.01 Total contracts for difference 45,608,985 6.99 206,980 Teleperformance 3,613,587 0.56

7,135,309 1.10 EquitiesFinland

Germany 125,000 Neste Oyj 8,400,000 1.29 (20,905) Adidas AG 136,928 0.02 2,795,945 Nokia OYJ 13,784,009 2.12 (44,261) BASF SE 181,027 0.03 295,979 Terveystalo OY 3,202,493 0.49 (1,020,437) Bayer AG 3,439,103 0.54 195,000 UPM-Kymmene OYJ 5,970,900 0.92 (37,648) Covestro AG 42,919 0.01 206,269 Valmet OYJ 3,407,564 0.52 (90,485) Deutsche Post AG 124,869 0.02 34,764,966 5.34 (568,625) ElringKlinger AG 1,086,074 0.17 (252,008) Fielmann AG 2,204,503 0.34 Germany (857,348) Freenet AG 2,628,928 0.40 20,905 Adidas AG 3,908,189 0.60 (257,882) Fresenius Medical Care AG & Company KGaA 36,103 0.01 44,261 BASF SE 3,625,419 0.56 (612,300) Infineon Technologies AG 1,931,867 0.30 1,020,437 Bayer AG 96,278,231 14.79 (535,785) METRO AG 668,219 0.10 495,990 Brenntag AG 23,668,643 3.64 (116,972) SAP SE 26,904 0.00 37,648 Covestro AG 2,877,060 0.44 (691,332) Schaeffler AG 1,094,902 0.17 40,987 CTS Eventim AG & Company KGaA 1,728,832 0.27 (64,201) Siltronic AG 1,007,956 0.15 90,485 Deutsche Post AG 2,530,865 0.39 (273,407) Software AG 267,181 0.04 145,331 Drillisch AG 7,086,340 1.09 (22,771) Volkswagen AG 412,155 0.06 257,882 Fresenius Medical Care AG & Company KGaA 22,275,847 3.42 (52,339) Wirecard AG 120,380 0.02 189,980 Hella GmbH & Company KGaA 9,119,040 1.40

15,410,018 2.38 612,300 Infineon Technologies AG 13,366,509 2.05 1,155,821 Innogy SE 42,407,072 6.51

Ireland 1,408,040 RWE AG 27,491,981 4.22 1,356,230 Dalata Hotel Group Plc 493,097 0.08 116,972 SAP SE 11,574,379 1.78

64,201 Siltronic AG 7,867,833 1.21Italy 356,795 Tele Columbus AG 2,122,930 0.33

(326,543) Gima TT SpA 757,428 0.12 305,553 United Internet AG 14,990,430 2.3056,657 Vonovia SE 2,309,339 0.35

Luxembourg 52,339 Wirecard AG 7,220,165 1.11 (176,547) ArcelorMittal 609,087 0.09 302,449,104 46.46

Malta Italy 521,860 GVC Holdings Plc 292,376 0.04 817,019 Autogrill SpA 8,684,912 1.33

1,344,088 Cerved Group SpA 12,365,610 1.90Netherlands 658,707 Prysmian SpA 14,050,220 2.16

512,279 Aalberts Industries NV 1,859,107 0.29 35,100,742 5.39 (604,502) Gemalto NV 149,858 0.02 (1,059,517) ING Groep NV 419,569 0.06 Luxembourg (65,000) Koninklijke DSM NV 195,000 0.03 176,547 ArcelorMittal 4,433,095 0.68 (863,158) Koninklijke KPN NV 50,063 0.01 (425,000) OCI NV 794,750 0.12 Netherlands

3,468,347 0.53 604,502 Gemalto NV 30,116,290 4.62 319,892 IMCD Group NV 18,393,790 2.82

Norway 1,059,517 ING Groep NV 13,061,726 2.01 (225,048) Marine Harvest ASA 261,196 0.04 66,273 Koninklijke Ahold Delhaize NV 1,358,928 0.21

65,000 Koninklijke DSM NV 5,597,800 0.86Sweden 863,158 Koninklijke KPN NV 2,011,157 0.31

618,323 Bravida Holding AB 484,476 0.07 425,000 OCI NV 9,830,250 1.51 (498,074) Getinge AB 1,689,411 0.27 391,328 Royal Dutch Shell Plc 11,649,835 1.79 221,567 Thule Group AB 930,721 0.14 92,019,776 14.13

3,104,608 0.48Total equities 468,767,683 72.00

Switzerland (206,879) DKSH Holding AG 1,533,656 0.23 Option contract (b)

52,094 Sunrise Communications Group AG 110,140 0.02 Germany 1,643,796 0.25 457 Put on 3300 Sx5E Index 21 September 2018 301,163 0.05

United Kingdom Total option contract 301,163 0.05 615,274 Ascential Plc 197,962 0.03 3,133,190 Cineworld Group Plc 187,849 0.03 Preferred stock (1,773,906) Domino's Pizza Group Plc 286,480 0.04 Germany (190,310) Go-Ahead Group Plc/The 635,431 0.10 22,771 Volkswagen AG 3,238,492 0.50 (1,869,734) Halfords Group Plc 512,205 0.08 1,420,146 Howden Joinery Group Plc 725,765 0.11 Total preferred stock 3,238,492 0.50

180

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man GLG European Mid-Cap Equity Alternative (continued)Financial assets at fair value through profit or loss (continued)


gain Net

Amount Receivable Amount Payable Maturity Date Contracts € Assets€2,394,784 DKK17,830,501 12 July 2018 1 1,519 0.00€49,161 £43,305 06 July 2018 3 201 0.00€4,949,000 £4,336,413 12 July 2018 1 47,192 0.01€131,087 NOK1,240,625 12 July 2018 1 768 0.00US$35,623,619 €30,436,365 06 July 2018 3 60,307 0.01



181

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man GLG European Mid-Cap Equity Alternative (continued)Financial liabilities at fair value through profit or loss

Fair % of Value Net

Nominal Description € AssetsContracts for differenceDenmark

(389,438) GN Store Nord A/S (3,310,398) (0.50) 485,749 ISS A/S (1,731,601) (0.27) (320,267) William Demant Holding A/S (580,636) (0.09)

(5,622,635) (0.86)

European Union (51,240) EU Momentum Long CFD (9,934) (0.00) 65,122 EU Momentum Short CFD (20,296) (0.00) 23,411 MSSTHISI CFD (61,946) (0.01)

(92,176) (0.01)

Finland (262,022) Amer Sports Oyj (312,356) (0.05) (125,000) Neste Oyj (150,000) (0.02)

(462,356) (0.07)

France 1,729,079 Altran Technologies SA (708,365) (0.11) 158,875 Arkema SA (882,618) (0.14) 424,870 Elior Group SA (1,808,010) (0.28) 343,112 Rubis SCA (3,408,473) (0.52)

(6,807,466) (1.05)

Germany (188,108) Fraport AG Frankfurt Airport Services Worldwide (362,816) (0.06) (1,155,821) Innogy SE (184,931) (0.03) (1,408,040) RWE AG (337,930) (0.05) (56,657) Vonovia SE (14,731) (0.00)

(900,408) (0.14)

Ireland 267,588 DCC Plc (294,632) (0.04) (43,505) Paddy Power Betfair Plc (241,822) (0.04) 300,928 Smurfit Kappa Group Plc (58,804) (0.01)

(595,258) (0.09)

Netherlands (66,273) Koninklijke Ahold Delhaize NV (27,172) (0.00) (107,213) Randstad NV (40,919) (0.01) (391,328) Royal Dutch Shell Plc (376,721) (0.06)

(444,812) (0.07)

Norway (130,848) TGS NOPEC Geophysical Company ASA (629,764) (0.10)

Sweden (1,464,192) Arjo AB (599,475) (0.10) (521,148) ICA Gruppen AB (92,702) (0.01)

(692,177) (0.11)

Switzerland (55,678) Sonova Holding AG (591,767) (0.09)

United Kingdom (1,540,522) Auto Trader Group Plc (1,045,579) (0.16) (1,297,330) Daily Mail & General Trust Plc (875,982) (0.13) (901,387) Greene King Plc (147,566) (0.02) (2,952,003) Marks & Spencer Group Plc (138,653) (0.02) (2,275,004) Pearson Plc (1,164,488) (0.19) (196,739) Victrex Plc (646,013) (0.10)

(4,018,281) (0.62)

United States 62,419 Most Short CFD (89,069) (0.01)

Total contracts for difference (20,946,169) (3.22)

182

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man GLG European Mid-Cap Equity Alternative (continued)Financial liabilities at fair value through profit or loss (continued)


loss Net

Amount Receivable Amount Payable Maturity Date Contracts € Assets£20,102,893 €22,812,036 06 July 2018 4 (84,149) (0.01)SEK5,471 €528 06 July 2018 1 (4) (0.00)







**The forward currency contracts are held with the Bank of New York Mellon

Classifications:(a) Exchange traded derivative instruments(b) OTC financial derivative instruments#Transferable securities other than those listed on an official stock exchange or dealt on another regulated market*Transferable securities dealt on another regulater market


% of TotalAnalysis of total assets AssetsTransferable securities listed on an official stock exchange 69.09


Other current assets 24.17 100.00


183

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man Numeric Market Neutral AlternativeFinancial assets at fair value through profit or loss


Nominal Description US$ Assets Nominal Description US$ AssetsContracts for difference (b) Equities (continued)Austria United States

(221,264) BAWAG Group AG 179,026 0.09 174,045 Altice USA Inc 2,969,207 1.47

Denmark Total equities 209,726,924 103.61 (51,758) DSV A/S 73,557 0.04

Preferred stockFinland Germany

(569,234) Stora Enso OYJ 168,763 0.08 728,860 Schaeffler AG 9,488,433 4.69

Germany Total preferred stock 9,488,433 4.69 (728,860) Schaeffler AG 1,819,191 0.90 (257,735) Talanx AG 903,803 0.45 (113,818) United Internet AG 616,894 0.30

3,339,888 1.65

Netherlands (100,730) Akzo Nobel NV 404,349 0.20

Norway (1,736,403) Leroy Seafood Group ASA 42,254 0.02

Sweden (191,062) Electrolux AB 205,355 0.10 (623,542) Volvo AB 1,263,085 0.63

1,468,440 0.73

Switzerland (178,486) Adecco Group AG 901,195 0.45 (3,094) Dufry AG 1,326 0.00 (113,939) Flughafen Zurich AG 661,447 0.33 (145,557) Novartis AG 272,270 0.13 (29,401) Zurich Insurance Group AG 232,184 0.11

2,068,422 1.02

Total contracts for difference 7,744,699 3.83

EquitiesAustria

221,264 BAWAG Group AG 10,333,471 5.11 275,882 Erste Group Bank AG 11,515,291 5.68

21,848,762 10.79

Denmark 51,758 DSV A/S 4,181,842 2.07

Finland 569,234 Stora Enso OYJ 11,138,849 5.50

Germany 10,889 Infineon Technologies AG 277,535 0.14 328,945 RWE AG 7,498,766 3.70 881,836 TAG Immobilien AG 19,387,135 9.58 257,735 Talanx AG 9,412,731 4.65 113,818 United Internet AG 6,519,495 3.22 97,222 Vonovia SE 4,626,731 2.29

47,722,393 23.58

Netherlands 100,730 Akzo Nobel NV 8,622,968 4.26 88,554 Koninklijke DSM NV 8,904,052 4.40 252,561 Koninklijke Philips NV 10,740,916 5.31 8,403 Randstad NV 494,667 0.24

28,762,603 14.21

Norway 1,736,403 Leroy Seafood Group ASA 11,691,917 5.78

Sweden 191,062 Electrolux AB 4,356,880 2.15 167,220 Fastighets AB Balder 4,370,225 2.16 623,542 Volvo AB 9,981,133 4.93

18,708,238 9.24

Switzerland 178,486 Adecco Group AG 10,562,302 5.22 3,094 Dufry AG 393,858 0.19 113,939 Flughafen Zurich AG 23,224,990 11.47 6,858 Georg Fischer AG 8,778,406 4.34 145,557 Novartis AG 11,035,330 5.45 29,401 Zurich Insurance Group AG 8,708,227 4.30

62,703,113 30.97

184

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man Numeric Market Neutral Alternative (continued)Financial assets at fair value through profit or loss (continued)


gain Net

Amount Receivable Amount Payable Maturity Date Contracts US$ Assets€176,826 US$206,205 06 July 2018 2 348 0.00

US$14,296,259 €12,227,072 06 July 2018 1 13,633 0.01



185

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man Numeric Market Neutral Alternative (continued)Financial liabilities at fair value through profit or loss

Fair % of Value Net

Nominal Description US$ AssetsContracts for differenceAustria

(275,882) Erste Group Bank AG (269,406) (0.13)

Germany (10,889) Infineon Technologies AG (10,235) (0.01) (328,945) RWE AG (146,738) (0.07) (881,836) TAG Immobilien AG (1,072,332) (0.53) (97,222) Vonovia SE (245,868) (0.12)

(1,475,173) (0.73)

Netherlands (88,554) Koninklijke DSM NV (179,244) (0.09) (252,561) Koninklijke Philips NV (229,371) (0.11) (8,403) Randstad NV (18,200) (0.01)

(426,815) (0.21)

Sweden (167,220) Fastighets AB Balder (22,860) (0.01)

Switzerland (6,858) Georg Fischer AG (195,064) (0.10)

United States (174,045) Altice USA Inc (2,088,115) (1.03) 2,118,545 MS Numeric Market Neutral (3,208,377) (1.59)

(5,296,492) (2.62)

Total contracts for difference (7,685,810) (3.80)

186

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man Numeric Market Neutral Alternative (continued)Financial liabilities at fair value through profit or loss (continued)


loss Net

Amount Receivable Amount Payable Maturity Date Contracts US$ Assets€172,597,659 US$202,014,946 06 July 2018 3 (401,030) (0.20)

£2,080,399 US$2,762,327 06 July 2018 1 (14,858) (0.01)

SEK4,933 US$557 06 July 2018 1 (5) (0.00)

US$19,632,550 €16,918,544 06 July 2018 5 (130,255) (0.06)





(16,333,778) (8.07)Other net iabilities


**The forward currency contracts are held with the Bank of New York Mellon

Classifications :(a) Exchange traded derivative instruments(b) OTC financial derivatives instruments#Transferable securities other than those listed on an official stock exchange or dealt on another regulated market*Transferable securities dealt on another regulater market


% of TotalAnalysis of Total Assets AssetsTransferable securities listed on an official stock exchange 80.16


Other current assets 17.00100.00


187

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man GLG Unconstrained Emerging EquityFinancial assets at fair value through profit or loss



Contracts for difference (b)China South Africa

118,732 Midea Group Company Limited_HSBC 5,697 0.01 82,793 Bid Corporation Limited 1,663,018 2.06 188,640 Midea Group Company Limited_Morgan Stanley 486,537 0.59 108,659 Bidvest Group Limited 1,561,836 1.93 122,089 Shanghai International Airport Company Limited 481,085 0.60 34,071 Mr Price Group Limited 562,437 0.70 110,676 Wuliangye Yibin Company Limited 70,989 0.09 3,787,291 4.69

1,044,308 1.29

South KoreaSaudi Arabia 10,506 Coway Company Limited 816,348 1.01

170,698 Samba Financial Group 234,378 0.29 7,323 Korea Zinc Company Limited 2,536,275 3.14 50,256 Saudi Basic Industries Corporation 314,065 0.39 3,285 LG Chem Limited 982,995 1.22

548,443 0.68 3,150 NCSoft Corporation 1,048,587 1.30 5,384,205 6.67

Taiwan3,528 Largan Precision Company Limited 26,708 0.03 Taiwan

138,991 Taiwan Semiconductor Manufacturing Company Limited 124,113 0.16 46,234 Hon Hai Precision Industry Company Limited 126,168 0.16 150,821 0.19 5,105 Largan Precision Company Limited 751,806 0.93

105,639 Taiwan Semiconductor Manufacturing Company Limited 750,147 0.93

Total contracts for difference 1,743,572 2.16 1,628,121 2.02

Equities United StatesArgentina 45,630 Yum China Holdings Inc 1,754,930 2.17

160,599 Bolsas y Mercados Argentinos SA 1,919,394 2.37

Total equities 62,065,165 76.79

Brazil Government bonds 327,954 B3 SA - Brasil Bolsa Balcao 1,743,166 2.16 United States 596,379 Camil Alimentos SA 1,023,055 1.27 1,000,000 United States Treasury Bill 0% 12/07/2018 999,539 1.24 174,001 Cia de Saneamento do Parana 2,145,954 2.65 2,000,000 United States Treasury Bill 0% 13/09/2018 # 1,992,422 2.46

4,912,175 6.08 2,000,000 United States Treasury Bill 0% 25/10/2018 # 1,987,658 2.46 4,979,619 6.16

China7,388 Baidu Inc 1,795,284 2.22 Total government bonds 4,979,619 6.16

1,194,036 China Resources Phoenix Healthcare Holdings Company Limited 1,461,069 1.81 Promissory note

201,553 ENN Energy Holdings Limited 1,982,017 2.45 Singapore 120,743 Hollysys Automation Technologies Limited 2,673,250 3.30 281,597 Engro Corporation Limited/Pakistan 727,724 0.90 20,061 Tencent Holdings Limited 1,006,956 1.25

8,918,576 11.03 Total promissory note 727,724 0.90

Hong Kong 684,688 Sino Biopharmaceutical Limited 1,050,755 1.30

India 1,770,692 2.19 2,989,975 3.70

2,838,583 3.51

34,927 Hero MotoCorp Limited422,638 ICICI Bank Limited 170,228 Indiabulls Housing Finance Limited

151,515 Infosys Limited

886,031 1.10 46,717 Shriram Transport Finance Company Limited 184,622 Sun Pharmaceutical Industries Limited 1,519,767 1.88

12,895,808 15.96

Indonesia 2,238,334 Semen Indonesia Persero Tbk PT 1,112,919 1.38 3,340,314 Telekomunikasi Indonesia Persero Tbk PT 874,123 1.08

1,987,042 2.46

Israel 36,760 Check Point Software Technologies Limited 3,590,717 4.44

Japan5,018 FANUC Corporation 996,895 1.23

Luxembourg 66,719 Tenaris SA 2,427,904 3.00

Mexico 94,391 Banco Santander Mexico SA Institucion de Banca

631,476 0.78 176,177 Fomento Economico Mexicano SAB de CV 1,568,099 1.94 1,062,936 GMexico Transportes SAB de CV 1,567,710 1.94 204,460 Promotora y Operadora de Infraestructura SAB de CV 1,845,739 2.28

5,613,024 6.94

Poland 133,019 Eurocash SA 770,980 0.95

Russia4,359 Magnit PJSC 319,786 0.40

1,922,527 Moscow Exchange MICEX-RTS PJSC 3,329,181 4.12 11,604 Polyus PJSC 778,381 0.96

4,427,348 5.48

Multiple Grupo Financiero Santand

Equities (continued)

2,890,760 3.58

188

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man GLG Unconstrained Emerging Equity (continued)Financial assets at fair value through profit or loss (continued)

Forward currency contracts (note 4) (b)**Unrealised % of

gain Net

Amount Receivable Amount Payable Maturity Date Contracts US$ AssetsUS$4,155,151 CNY27,475,760 20 September 2018 3 27,152 0.03



189

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued) Man GLG Unconstrained Emerging Equity (continued)Financial liabilities at fair value through profit or loss

Fair % of Value Net

Nominal Description US$ Assets

Contracts for differenceChina

748,523 Zhengzhou Yutong Bus Company Limited (78,155) (0.10)

Taiwan 227,306 Hon Hai Precision Industry Company Limited (198,104) (0.25) 100,012 Taiwan Semiconductor Manufacturing Company Limited (12,668) (0.02)

(210,772) (0.27)

United Arab Emirates 600,074 Emaar Properties PJSC (457,892) (0.57)

Vietnam 209,250 Vietnam Dairy Products JSC (132,442) (0.16)


190

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man GLG Unconstrained Emerging Equity (continued)Financial liabilities at fair value through profit or loss (continued)


loss Net

Amount Receivable Amount Payable Maturity Date Contracts US$ Assets AED7,745,024 US$2,109,000 20 September 2018 2 (546) (0.00)

US$3,303,820 AED12,143,850 20 September 2018 1 (2,141) (0.00)

US$1,875,602 SAR7,037,258 20 September 2018 1 (1,075) (0.00)


Total financial liabilities at fair value through profit or loss - trading(883,023) (1.10)


Total financial liabilities at fair value through profit or loss - trading(883,023) (1.10)




Classification(a) Exchange traded derivative instruments(b) OTC financial derivative instruments#Transferable securities other than those listed on an official stock exchange or dealt on another regulated market *Transferable securities dealt on another regulater market All other investments held at the year end are transferable securities listed on an official stock exchange

Analysis of Total AssetsExchange traded financial derivative instruments described in classification (a) above Assets

Transferable securities as described in # above 64.81OTC financial derivative instruments described in classification (b) above 4.04

1.8029.35

100.00 Analysis of Total Assets rather than Net Assets is required under UCITS Notice 8.2 appendix B.

% of Total

191

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued) Man GLG Global Emerging Markets Debt Total Return

Financial assets at fair value through profit or loss Fair % of Fair % of

Value Net Value Net

Nominal Description US$ Assets Nominal Description US$ AssetsCorporate bonds Credit default swaps (b) (continued)China United States (continued)

5,400,000 Sinopec Group Overseas Development 2016 13,000,000 Republic of Indonesia 100bps 20 June 2022_ HSBC 43,191 0.00Limited 1.75% 29/09/2019 5,302,444 0.16 10,000,000 Republic of Indonesia 100bps 20 June 2022_ HSBC 33,224 0.00

11,000,000 Republic of Indonesia 131bps 20 June 2022_Citi 36,546 0.00 (16,200,000) Republic of Philippines 100bps 20 December

Mexico* 2019_Barclays 160,400 0.00 11,314,000 Petroleos Mexicanos 8% 05/03/2019 11,739,067 0.36 15,000,000 Republic of South Africa 100bps 20 December 3,436,000 Petroleos Mexicanos 6% 03/05/2020 3,554,113 0.11 2022_Barclays 615,781 0.02

15,293,180 0.47 23,000,000 Republic of South Africa 100bps 20 June 2023_Barclays 1,174,268 0.04 14,500,000 Republic of South Africa 100bps 20 June 2023_Citi 740,299 0.02

Peru 10,500,000 Republic of South Africa 100bps 20 June 2023_HSBC 536,079 0.02 7,683,000 Corp Financiera de Desarrollo SA 3.25% 15/07/2019 7,683,000 0.24 17,500,000 Republic of South Africa 100bps 20 June 2023_JP 893,465 0.03

15,000,000 Republic of South Africa 100bps 20 December 2022_Barclays 615,781 0.02

United Arab Emirates 11,000,000 Republic of South Africa 100bps 20 December 2022_Citi 451,572 0.01 11,083,000 ICICI Bank Limited 4.8% 22/05/2019 11,209,844 0.35 15,200,000 Republic of South Africa Government International Bond 1 623,991 0.02

15,200,000 Republic of South Africa Government International Bond 1 623,991 0.02 37,000,000 Republic of South Africa Government International Bond 1 1,518,926 0.05

United Kingdom 14,000,000 Republic of South Africa Government International Bond 1 428,338 0.01 2,600,000 State Bank of India 3.622% 17/04/2019 2,602,730 0.08 15,200,000 Republic of South Africa Government International Bond 1 623,991 0.02

15,000,000 Republic of South Africa Government International Bond 1 458,934 0.01 9,000,000 Republic of South Africa Government International Bond 1 275,360 0.01

Virgin Islands (British) 20,400,000 Republic of South Africa Government International Bond 1 837,462 0.03 1,000,000 Sinopec Group Overseas Development 2014 20,400,000 Republic of South Africa Government International Bond 1 837,462 0.03

Limited 2.75% 10/04/2019 996,875 0.03 20,400,000 Republic of South Africa Government International Bond 1 837,462 0.03 4,550,000 CNPC General Capital Limited 2.75% 14/05/2019 4,532,369 0.14 16,100,000 Republic of South Africa Government International Bond 1 660,938 0.02 34,188,000 Sinopec Group Overseas Development 2013 17,800,000 Republic of South Africa Government International Bond 1 730,726 0.02

Limited 2.5% 17/10/2018 34,136,718 1.06 3,500,000 Republic of Turkey 100bps 20 December 2022_JP 254,023 0.01 3,250,000 Sinopec Group Overseas Development 2016 3,500,000 Republic of Turkey 100bps 20 December 2022_JP 254,023 0.01

Limited 2.125% 03/05/2019 3,222,440 0.10 15,000,000 Republic of Turkey 100bps 20 June 2022_Barclays 904,465 0.03 42,888,402 1.33 35,000,000 Republic of Turkey 100bps 20 June 2022_Barclays 2,110,418 0.07

12,000,000 Republic of Turkey 100bps 20 June 2022_Barclays 723,572 0.02Total corporate bonds 84,979,600 2.63 10,000,000 Republic of Turkey 100bps 20 June 2022_Citi 602,976 0.02

10,000,000 Republic of Turkey 100bps 20 June 2022_GS 602,976 0.02Credit default swaps (b) 6,500,000 Russian Federation 100bps 20 December 2021_ Barclays 30,022 0.00United States 12,000,000 Russian Federation 100bps 20 December 2021_ Barclays 55,427 0.00

38,500,000 Fed Republic of Brazil 100bps 20 December 2022_Barclays 2,342,534 0.07 9,000,000 Russian Federation 100bps 20 December 2021_ JP 41,569 0.00 57,900,000 Fed Republic of Brazil 100bps 20 December 2022_Citi 3,522,927 0.11 13,000,000 Russian Federation 100bps 20 December 2022_Barclays 174,864 0.01 54,000,000 Fed Republic of Brazil 100bps 20 June 2023_Barclays 3,991,785 0.12 14,500,000 Russian Federation 100bps 20 June 2021_ Barclays 19,567 0.00 19,000,000 Fed Republic of Brazil 100bps 20 June 2023_Barclays 1,404,517 0.04 14,000,000 Russian Federation 100bps 20 June 2022_Barclays 109,005 0.00 4,500,000 Fed Republic of Brazil 100bps 20 June 2023_Barclays 332,649 0.01 15,000,000 Russian Federation 100bps 20 June 2022_Barclays 116,791 0.00 21,500,000 Fed Republic of Brazil 100bps 20 June 2023_Barclays 1,589,322 0.05 17,400,000 Russian Federation 100bps 20 June 2022_Barclays 135,478 0.00 100,500,000 Fed Republic of Brazil 100bps 20 June 2023_Barclays 7,429,156 0.23 9,000,000 Russian Federation 100bps 20 June 2022_Citi 70,075 0.00 50,500,000 Fed Republic of Brazil 100bps 20 June 2023_GS 3,733,059 0.12 15,000,000 Russian Federation 100bps 20 June 2022_Citi 116,791 0.00 18,000,000 Fed Republic of Brazil 100bps 20 June 2023_HSBC 1,330,595 0.04 9,000,000 Russian Federation 100bps 20 June 2022_Citi 70,075 0.00 14,000,000 Fed Republic of Brazil 100bps 20 June 2023_HSBC 1,034,907 0.03 87,491,031 2.72 21,500,000 Fed Republic of Brazil 100bps 20 June 2023_JP 1,589,322 0.05 19,250,000 Federation of Malaysia 100bps 20 June 2023_Barclays 65,943 0.00 Total credit default swaps 87,491,031 2.72 36,000,000 Federation of Malaysia 100bps 20 June 2023_HSBC 123,322 0.00 36,000,000 Federation of Malaysia 100bps 20 June 2023_HSBC 123,322 0.00 Government bonds 70,500,000 Federation of Malaysia 100bps 20 June 2023_HSBC 241,506 0.01 Brazil 10,000,000 Lebanese Republic 100bps 20 December 2022_Barclays 2,128,909 0.07 3,600,000 Banco Nacional de Desenvolvimento Economico 6,250,000 Lebanese Republic 100bps 20 December 2019_Barclays 485,432 0.02 3,614,994 0.12 6,200,000 Lebanese Republic 100bps 20 December 2021 _Barclays 1,071,580 0.03 2,000,000 Banco Nacional de Desenvolvimento Economico 9,000,000 Lebanese Republic 100bps 20 December 2021 _Barclays 1,555,520 0.05 2,054,830 0.06 2,700,000 Lebanese Republic 100bps 20 December 2021_Barclays 466,655 0.01 5,669,824 0.18 7,000,000 Lebanese Republic 100bps 20 December 2022_BoA 1,490,236 0.05 10,000,000 Lebanese Republic 100bps 20 December 2022_DB 2,128,909 0.07 Colombia 6,600,000 Lebanese Republic 100bps 20 December 2022_DB 1,405,080 0.04 22,850,000 Colombia Government International Bond 7,300,000 Lebanese Republic 100bps 20 December 2022_DB 1,554,103 0.05 7.375% 18/03/2019 23,580,856 0.73 10,000,000 Lebanese Republic 100bps 20 December 2022 GS 2,128,909 0.07 7,725,000 Lebanese Republic 100bps 20 June 2021_Barclays 1,169,161 0.04 10,000,000 Lebanese Republic 100bps 20 June 2022_ GS 1,928,838 0.06 Indonesia 10,000,000 Lebanese Republic 100bps 20 June 2022_ GS 1,928,838 0.06 18,935,000 Indonesia Government International Bond 10,000,000 Lebanese Republic 100bps 20 June 2022_ GS 1,928,838 0.06 20,059,171 0.62 5,000,000 Lebanese Republic 100bps 20 June 2022_ GS 964,419 0.03 10,100,000 Indonesia Government International Bond 25,000,000 Lebanese Republic 100bps 20 June 2022_Barclays 4,822,095 0.15 5.875% 13/03/2020 10,535,563 0.33 15,000,000 Lebanese Republic 100bps 20 June 2022_Barclays 2,893,257 0.09 30,594,734 0.95 5,000,000 Lebanese Republic 100bps 20 June 2022_Barclays 964,419 0.03 10,000,000 Lebanese Republic 100bps 20 June 2022_Barclays 1,928,838 0.06 South Africa 10,500,000 Lebanese Republic 100bps 20 June 2022_Barclays 2,025,280 0.06 47,130,000 Republic of South Africa 6.875% 27/05/2019 48,475,562 1.51 4,800,000 Lebanese Republic 500bps 20 June 2021 _Barclays 726,469 0.02 1,400,000 South Africa Government International Bond 5,000,000 Lebanese Republic 500bps 20 June 2022_Barclays 325,890 0.01 5.5% 03/09/2020 1,438,500 0.04 (11,500,000) Republic of Colombia 100bps 20 December 2019_CS 81,089 0.00 49,914,062 1.55 15,000,000 Republic of Indonesia 100bps 20 December 2022_HSBC 150,648 0.00 20,100,000 Republic of Indonesia 100bps 20 December 2022_ Barclays 201,868 0.01 United States 25,000,000 Republic of Indonesia 100bps 20 December 2022_ Barclays 251,079 0.01 150,000,000 United States Treasury Bill 0% 16/08/2018 149,660,825 4.65 19,000,000 Republic of Indonesia 100bps 20 December 2022_Citi 190,820 0.01 311,000,000 United States Treasury Bill 0% 13/09/2018 # 309,821,658 9.63 14,500,000 Republic of Indonesia 100bps 20 December 2022_Citi 145,626 0.00 151,000,000 United States Treasury Bill 0% 02/08/2018 150,770,649 4.69 22,300,000 Republic of Indonesia 100bps 20 December 2022_ GS 223,963 0.01 100,000,000 United States Treasury Bill 0% 23/08/2018 # 99,737,424 3.10 17,500,000 Republic of Indonesia 100bps 20 December 2022_ HSBC 175,755 0.01 20,000,000 United States Treasury Bill 0% 06/09/2018 # 19,931,784 0.62 35,500,000 Republic of Indonesia 100bps 20 December 2022_ HSBC 356,533 0.01 177,000,000 United States Treasury Bill 0% 20/09/2018 # 176,265,708 5.48 16,500,000 Republic of Indonesia 100bps 20 December 2022_ UBS 165,712 0.01 771,500,000 United States Treasury Bill 0% 04/10/2018 # 767,705,138 23.86 16,500,000 Republic of Indonesia 100bps 20 December 2022_ UBS 165,712 0.01 88,000,000 United States Treasury Bill 0% 15/11/2018 # 87,338,251 2.71 16,500,000 Republic of Indonesia 100bps 20 December 2022_HSBC 165,712 0.01 752,300,000 United States Treasury Note/Bond 2.875% 15/05/2028 753,545,907 23.43 12,600,000 Republic of Indonesia 100bps 20 December 2022_HSBC 126,544 0.00 2,514,777,344 78.17 9,000,000 Republic of Indonesia 100bps 20 June 2022_ Barclays 29,901 0.00 10,000,000 Republic of Indonesia 100bps 20 June 2022_Citi 33,224 0.00

Total government bonds 2,624,536,820 81.58

e Social 4% 14/04/2019*

e Social 6.5% 10/06/2019

11.625% 04/03/2019

192

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man GLG Global Emerging Markets Debt Total Return (continued)

Financial assets at fair value through profit or loss (continued) Fair % of

Value Net

Nominal Description US$ AssetsInterest rate swaps (b)Brazil

(138,000,000) Payable BRL 8.805% Vs BRL CDI 0BP 04 January 2021 4,585 0.00

(95,500,000) Payable BRL 8.65% Vs BRL CDI 0BP 04 January 2021 113,612 0.00 118,197 0.00

Total interest rate swaps 118,197 0.00

193

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued) Man GLG Global Emerging Markets Debt Total Return (continued)Financial assets at fair value through profit or loss (continued)

Forward currency contracts (note 4) (b)** Unrealised % of

gain Net

Amount Receivable Amount Payable Maturity Date Contracts US$ Assets

€1,504,233,145 US$1,754,038,615 06 July 2018 17 3,078,686 0.10

£14,853 US$19,449 06 July 2018 1 166 0.00

TRY162,631,85 US$31,490,000 13 November 2018 2 2,008,012 0.06

US$41,865,313 ARS1,197,347,947 18 July 2018 1 1,215,008 0.04

US$79,856,881 ARS2,268,616,830 23 July 2018 4 3,250,652 0.10

US$315,146,55 BRL1,086,212,909 03 July 2018 6 32,963,076 1.02

US$156,647,00 COP455,084,754,00 09 October 2018 9 2,440,024 0.08

US$88,709 €75,862 06 July 2018 3 94 0.00

US$174,123,70 €139,986,447 19 July 2018 2 10,440,966 0.32

US$275,680,00 TRY1,319,681,448 13 November 2018 3 3,859,300 0.12

US$132,469 £100,072 06 July 2018 1 309 0.00

US$167,369,78 IDR2,332,249,800,00 27 August 2018 10 5,845,685 0.18

US$77,819,093 ZAR920,051,234 31 July 2018 2 10,973,677 0.34

76,075,655 2.36

2,873,201,303 89.29

Total unrealised gain on forward currency contracts

Total financial assets at fair value through profit and loss - trading

194

Man Funds VI PlcUnaudited schedule of investments as at 30 June 2018 (continued)Man GLG Global Emerging Markets Debt Total Return (continued)Financial liabilities at fair value through profit or loss

Fair % of Value Net

Nominal Description US$ AssetsCredit default swapsUnited States

7,800,000 Argentine Republic 500bps 20 June 2023_Barclays (121,718) (0.00) 10,100,000 Argentine Republic 500bps 20 June 2023_Citi (157,609) (0.00) 22,000,000 Argentine Republic 500bps 20 June 2023_Citi (343,307) (0.01) 65,150,000 Argentine Republic 500bps 20 June 2023_Citi (1,016,656) (0.04) 25,000,000 Argentine Republic 500bps 20 June 2023_GS (390,121) (0.01) 22,400,000 Argentine Republic 500bps 20 June 2023_GS (349,549) (0.02) 25,000,000 Argentine Republic 500bps 20 June 2023_GS (390,121) (0.02) 42,500,000 Kingdom of Saudi Arabia 100bps 20 December

2022_Barclays (320,777) (0.02) 10,000,000 Kingdom of Saudi Arabia 100bps 20 December

2022_Barclays (75,477) (0.00) 13,000,000 Kingdom of Saudi Arabia 90bps 20 December 2022_Citi (98,120) (0.00) 46,300,000 Republic of Korea 100bps 20 June 2023_Barclays (1,069,750) (0.04) 12,000,000 Republic of Colombia 100bps 20 December 2021_CS (46,582) (0.00) 7,000,000 Republic of Indonesia 100bps 20 December

2021_ Barclays (5,334) (0.00) 8,500,000 Republic of Indonesia 100bps 20 December

2021_ Barclays (6,477) (0.00) 15,500,000 Republic of Indonesia 100bps 20 December 2021_HSBC (11,810) (0.00) 3,750,000 Republic of Kazakhstan 100bps 20 December

2021_ Barclays (45,352) (0.00) 6,000,000 Republic of Kazakhstan 100bps 20 December

2021_ Barclays (72,564) (0.00) 8,000,000 Republic of Kazakhstan 100bps 20 December

2021_ Barclays (96,752) (0.00) 6,500,000 Republic of Kazakhstan 100bps 20 December 2021_JP (78,611) (0.00) 5,000,000 Republic of Kazakhstan 100bps 20 December 2021_JP (60,470) (0.00) 10,000,000 Republic of Kazakhstan 100bps 20 June 2022_Barclays (103,266) (0.00) 10,000,000 Republic of Kazakhstan 100bps 20 June 2022_Nomura (103,266) (0.00) 15,000,000 Republic of Kazakhstan 100bps 20 June 2022_Nomura (154,898) (0.00) 8,700,000 Republic of Kazakhstan 195bps 20 December 2021_Citi (105,217) (0.00)

(5,223,804) (0.16)

Total credit default swaps (5,223,804) (0.16)

Interest rate swapsBrazil

(342,800,000) Payable BRL 10.355% Vs CDI 0BP 04 January 2021 (3,625,425) (0.11) (364,100,000) Payable BRL 10.26% Vs CDI 0BP 04 January 2021 (3,632,368) (0.11) (90,000,000) Payable BRL 10.04% Vs CDI 0BP 04 January 2021 (771,922) (0.02) (709,700,000) Payable BRL 9.53% Vs CDI 0BP 04 January 2021 (3,810,139) (0.12) (77,700,000) Payable BRL 9.075% Vs CDI 0BP 04 January 2021 (193,885) (0.01) (801,500,000) Payable BRL 9.17% Vs CDI 0BP 04 January 2021 (2,486,332) (0.08) (165,300,000) Payable BRL 9.1175% Vs CDI 0BP 04 January 2021 (374,882) (0.01) (136,000,000) Payable BRL 9.19% Vs CDI 0BP 04 January 2021 (332,177) (0.01) (174,700,000) Payable BRL 9.3% Vs BRL CDI 0BP 04 January 2021 (684,866) (0.02) (185,400,000) Payable BRL 8.745% Vs BRL CDI 0BP 04 January 2021 (69,511) (0.00) (104,700,000) Payable BRL 8.8525% Vs BRL CDI 0BP 04 January 2021 (115,141) (0.00)

(16,096,648) (0.49)

Total interest rate swaps (16,096,648) (0.49)

195

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man GLG Global Emerging Markets Debt Total Return (continued)Financial liabilities at fair value through profit or loss (continued)

Forward currency contracts (note 4)** Unrealised % of

loss Net


AUD139,336,50 US$103,421,524 06 July 2018 1 (474,142) (0.01)

ARS1,197,347, US$42,950,000 18 July 2018 5 (2,299,695) (0.07)

ARS2,268,616, US$79,501,000 23 July 2018 6 (2,894,771) (0.09)

ARS1,067,473, US$37,740,000 25 July 2018 5 (1,771,094) (0.06)

ARS2,185,920, US$78,028,056 23 November 2018 4 (11,190,120) (0.35)

ARS1,732,345, US$55,034,041 26 November 2018 3 (2,183,395) (0.07)

ARS2,086,761, US$65,930,773 28 November 2018 3 (2,362,378) (0.07)

ARS1,046,304, US$37,169,543 29 November 2018 3 (5,320,020) (0.17)

BRL1,086,212, US$296,039,000 03 July 2018 10 (13,855,516) (0.43)

CHF6,646,405 US$6,729,538 06 July 2018 2 (32,401) (0.00)

€312,171 US$365,035 06 July 2018 3 (384) (0.00)

€140,362,558 US$165,709,026 19 July 2018 4 (1,586,506) (0.05)

£30,955,620 US$41,050,909 06 July 2018 6 (169,525) (0.01)

IDR69,485,000, US$5,000,000 27 August 2018 1 (187,692) (0.01)

NOK420,807 US$51,743 06 July 2018 1 (98) (0.00)

SEK5,295 US$595 06 July 2018 1 (3) (0.00)

TRY1,151,863, US$248,300,000 13 November 2018 12 (11,045,494) (0.33)

US$4,516,120 €3,878,444 06 July 2018 15 (14,348) (0.00)

US$435,176 €376,111 19 July 2018 1 (4,602) (0.00)

US$184 £140 06 July 2018 1 (1) (0.00)

ZAR922,044,92 US$72,846,000 31 July 2018 6 (5,855,735) (0.18)



Total financial assets at fair value through profit or loss - trading 2,873,201,303 89.29



Net Assets Attributable to Holders of Redeemable Participating Shares 3,217,349,392 100.00


Classification(a) Exchange traded derivative instruments(b) OTC financial derivative instruments#Transferable securities other than those listed on an official stock exchange or dealt on another regulated market *Transferable securities dealt on another regulater market All other investments held at the year end are transferable securities listed on an official stock exchange

Analysis of Total Assets AssetsTransferable securities listed on an official stock exchange 36.88

Exchange traded financial derivative instruments described in classification (a) above 0.00

Transferable securities as described in # above 43.81

Transferable securities as described in * above 0.57


Other current assets 13.83100.00


% of Total

196

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)

Man GLG Innovation Equity Alternative Financial assets at fair value through profit or loss



Contracts for difference (b) Equities (continued)France United States

(3,742) Soitec 5,988 0.00 40,769 Adobe Systems Inc 9,939,890 2.81 23,309 Teleperformance 651,547 0.19 9,715 Alphabet Inc 10,970,081 3.10 34,529 Ubisoft Entertainment 825,275 0.23 4,236 Amazon.com Inc 7,200,353 2.04

1,482,810 0.42 140,878 Applied Materials Inc 6,507,155 1.84 15,428 Broadcom Inc 3,743,450 1.06

Germany 16,021 Coherent Inc 2,506,005 0.71 (11,809) 1&1 Drillisch 47,207 0.01 135,094 Comcast Corporation 4,432,434 1.25

(8,697) Sitronic AG 164,128 0.05 44,237 Facebook Inc 8,596,134 2.43 211,335 0.06 34,531 Intuit Inc 7,054,856 2.00

51,560 Mastercard Inc 10,132,571 2.86 Israel 83,629 Microsoft Corporation 8,246,656 2.33

(14,412) Check Point Software Tech 12,373 0.00 64,899 PayPal Holdings Inc 5,404,140 1.53 32,610 Texas Instruments Inc 3,595,253 1.02

Netherlands 82,292 Visa Inc 10,899,575 3.08 (18,368) ASML Holding NV 71,839 0.02 51,896 Walt Disney Company 5,439,220 1.54

76,404 Worldpay Inc 6,248,319 1.77 Poland 48,915 XPO Logistics Inc 4,900,305 1.39

48,974 CD Projekt 243,017 0.07 115,816,397 32.76

Taiwan Total equities 155,261,336 43.89 (313,541) Himax Technologies Inc 98,152 0.03

(69,704) Taiwan Semiconductor-SP 295,858 0.08 Futures contracts (a)(214,157) Taiwan Taiex Electron IX 102,500 0.03 Germany

496,510 0.14 (89) EURO STOXX 50 September 2018 83,130 0.02

United Kingdom United States698 FTSE 100 INDEX 313,328 0.10 (96) NASDAQ 100 E-MINI September 2018 210,528 0.06

(274,171) Purplebricks Group Plc 42,527 0.01 (66) S&P500 EMINI Futures September 2018 201,300 0.06 (412,238) Sage Group Plc 88,059 0.02 411,828 0.12 (124,614) WPP Plc 104,332 0.03

548,246 0.16 Total futures contracts 494,958 0.14

United States Government bonds(578,319) Groupon Inc 168,194 0.05 United States

(48,517) Hewlett Packard Enterprise 53,948 0.02 15,000,000 United States Treasury Bill 0% 04/10/2018# 14,926,218 4.22 (7,392) IBM US 40,134 0.01 10,000,000 United States Treasury Bill 0% 05/07/2018# 9,998,631 2.83

(34,719) Intel Corporation 160,575 0.05 25,000,000 United States Treasury Bill 0% 12/07/2018 24,988,469 7.06 (10,497) Lam Research Organisation 80,408 0.02 15,000,000 United States Treasury Bill 0% 13/09/2018# 14,943,167 4.23

(104,701) Market Vectors Semiconductor 43,003 0.01 3,000,000 United States Treasury Bill 0% 25/10/2018# 2,981,487 0.84 (76,027) MSGLITS2 202,070 0.06 5,000,000 United States Treasury Bill 0% 08/11/2018 4,964,574 1.40 (44,645) MSGLITSO 48,964 0.01 72,802,546 20.58 (69,636) Nielsen Holdings 21,573 0.01 (24,583) Oracle Corporation Swap 31,353 0.01 Total government bonds 72,802,546 20.58 (43,366) Qorvo Inc 20,992 0.01 (29,900) SPDR DJIA Trust 72,931 0.02 Option contract (b)(29,031) Universal Display Corporation 261,708 0.06 United States(46,138) Yelp Inc 49,318 0.01 15 July 2018 Puts on NDX Put 6960 13/07/2018 101,025 0.03

1,255,171 0.35 Total option contract 101,025 0.03

Total contracts for difference 4,321,301 1.22 Total return swap (b)

Equities South KoreaAustria (16,747,904) KOSPI2 Index Futures September 2018

20,489 ams AG 1,522,411 0.43 (KMU8 13-September 2018) 435,797 0.12

Brazil Total total return swap 435,797 0.12 48,677 Pagseguro Digital Limited 1,350,787 0.38

China20,429 Alibaba Group HoldingLimited 3,790,192 1.07 81,210 Ctrip.com International Limited 3,868,032 1.09

189,991 Tencent Holdings Limited 9,536,541 2.70 17,194,765 4.86

Finland616,124 Nokia OYJ 3,546,423 1.00

Germany89,104 HelloFresh SE 1,359,716 0.38

213,797 Infineon Technologies AG 5,449,175 1.54 6,808,891 1.92

Netherlands18,834 NXP Semiconductors NV 2,057,991 0.58 35,043 Takeaway.com Holding BV 2,340,307 0.66

4,398,298 1.24

Singapore52,892 Sea Limited 793,380 0.22

Sweden22,765 Spotify Technology SA 3,829,984 1.08

197

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man GLG Innovation Equity Alternative (continued)

Financial assets at fair value through profit or loss (continued)Financial assets at fair value through profit or loss (continued)Financial assets at fair value through profit or loss (continued)Financial assets at fair value through profit or loss (continued)

Forward currency contracts (note 4) (b)*Forward currency contracts (note 4) (b)*Forward currency contracts (note 4) (b)*Forward currency contracts (note 4) (b)*

Unrealised Unrealised Unrealised Unrealised % of% of% of% of Unrealised Unrealised Unrealised Unrealised

gain gain gain gain Net Net Net Net


€231,884,164 US$270,394,666 06 July 2018 10 472,704 0.13

£37,790 US$49,489 06 July 2018 2 417 0.00

US$3,116,300 CHF 3,061,199 12 July 2018 2 30,105 0.01

US$882,146 DKK 5,540,144 12 July 2018 1 13,119 0.00

US$125,501 €107,325 06 July 2018 3 132 0.00

US$17,802,649 €15,065,593 12 July 2018 2 196,238 0.06

US$16,389 £12,376 06 July 2018 3 46 0.00

US$440,089 £329,309 12 July 2018 1 5,064 0.00

US$10,861,802 HKD 85,199,347 12 July 2018 4 391 0.00

718,216 0.20

Total financial assets at fair value through profit & loss - tradingTotal financial assets at fair value through profit & loss - tradingTotal financial assets at fair value through profit & loss - tradingTotal financial assets at fair value through profit & loss - trading 234,135,179 66.19

Total unrealised gain on forward currency contractsTotal unrealised gain on forward currency contractsTotal unrealised gain on forward currency contractsTotal unrealised gain on forward currency contracts

198






Contracts for differenceContracts for differenceContracts for differenceContracts for difference

FranceFranceFranceFrance

(83,147) Eutelsat Communications (89,499) (0.03)

(24,561) Talend SA (155,492) (0.04)

(244,991) (0.07)

South KoreaSouth KoreaSouth KoreaSouth Korea

106,721 Samsung Electronics Company Limited (626,607) (0.18)

SwedenSwedenSwedenSweden

(871,101) Telefonaktiebolaget LM Ericsson (962,439) (0.27)

Switzerland Switzerland Switzerland Switzerland

326,988 ST Microelectronics NV (243,999) (0.07)

TaiwanTaiwanTaiwanTaiwan

20,632 Largan Precision Company Limited (111,715) (0.03)


(290,396) Auto Trader Group Plc-WI (198,832) (0.06)

1,676,845 Boohoo.com Plc (95,335) (0.03)

(76,787) Daily Mail & General Tst-A NV (53,286) (0.02)

(140,680) Just Eat Plc-WI (54,464) (0.02)

(174,995) Moneysupermarket.com Group Plc (6,408) (0.00)

(615,632) Pearson Plc (642,129) (0.18)

(93,395) Unilever NV (129,973) (0.04)

(1,180,427) (0.33)


(33,697) Activision Blizzard Inc (266,334) (0.08)

(38,540) Alarm.com Holdings Inc (17,445) (0.00)

(44,060) Apple Inc (188,134) (0.05)

(12,498) Cognex Corporation (13,855) (0.00)

(7,960) Microchip Technology Inc (1,241) (0.00)

(3,783) Netflix Inc (162,356) (0.05)

(49,991) Omnicom Group Inc (164,191) (0.05)

(180,308) SNAP Inc - A (25,461) (0.01)

(5,024) Tesla Inc (305,938) (0.09)

(24,846) Tripadvisor Inc (310,937) (0.09)

(25,659) Wayfair Inc- Class A (765,945) (0.22)

(370,845) Western Union Company (147,190) (0.04)

(9,065) Zillow Group Inc - C (29,555) (0.01)

(2,398,582) (0.68)

Total contracts for differenceTotal contracts for differenceTotal contracts for differenceTotal contracts for difference (5,768,760) (1.63)

Future contractFuture contractFuture contractFuture contract

Hong KongHong KongHong KongHong Kong

(275) MINI HSI Index Futures July 2018 (9,825) (0.00)

Total future contractTotal future contractTotal future contractTotal future contract (9,825) (0.00)

199



Forward currency contracts (note 4)*Forward currency contracts (note 4)*Forward currency contracts (note 4)*Forward currency contracts (note 4)*




CHF 4,978,080 US$5,040,345 06 July 2018 2 (24,269) (0.01)

€10,955 US$12,810 06 July 2018 1 (13) (0.00)

£28,733,348 US$38,103,179 06 July 2018 6 (156,628) (0.04)

SEK 5,298 US$596 06 July 2018 1 (3) (0.00)

US$13,746 CHF 13,659 06 July 2018 1 (17) (0.00)

US$6,578,934 €5,671,337 06 July 2018 13 (45,841) (0.01)

US$3,112,000 €2,687,810 12 July 2018 1 (29,110) (0.01)

US$24,469 £18,608 06 July 2018 1 (105) (0.00)

US$1,321,982 HKD 10,370,789 12 July 2018 3 (111) (0.00)

Total unrealised loss on forward currency contractsTotal unrealised loss on forward currency contractsTotal unrealised loss on forward currency contractsTotal unrealised loss on forward currency contracts (256,097) (0.07)

Total financial liabilities at fair value through profit & loss - tradingTotal financial liabilities at fair value through profit & loss - tradingTotal financial liabilities at fair value through profit & loss - tradingTotal financial liabilities at fair value through profit & loss - trading (6,034,682) (1.71)





*The forward currency contracts are held with the Bank of New York Mellon

Classifications :Classifications :Classifications :Classifications :


(b) OTC financial derivatives instruments

#Transferable securities other than those listed on an official stock exchange or dealt on another regulated market

* Transferable securities dealt on another regulater market


% of Total% of Total% of Total% of Total

Analysis of Total AssetsAnalysis of Total AssetsAnalysis of Total AssetsAnalysis of Total Assets AssetsAssetsAssetsAssets


Exchage traded financial derivative instruments described in classification (a) above 0.14




100.00


200

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man NewSmith UK Equity Alternative

Financial assets at fair value through profit or lossFinancial assets at fair value through profit or lossFinancial assets at fair value through profit or lossFinancial assets at fair value through profit or loss



Nominal Nominal Nominal Nominal DescriptionDescriptionDescriptionDescription

Contracts for difference (b)Contracts for difference (b)Contracts for difference (b)Contracts for difference (b)

IrelandIrelandIrelandIreland

151,505 Ryanair Holdings Plc 36,873 0.03

NetherlandsNetherlandsNetherlandsNetherlands

186,675 Royal Dutch Shell Plc 308,501 0.28


100,129 Abcam Plc 314,405 0.29

66,881 AstraZeneca Plc 206,539 0.19

(416,816) Aviva Plc 35,482 0.03

732,788 B&M European Value Retail SA 63,152 0.06

178,699 Big Yellow Group Plc 249,330 0.23

395,312 BP Plc 249,017 0.23

(162,740) British Land Company Plc 15,600 0.01

(411,924) Dairy Crest Group Plc 384,153 0.35

39,669 Dechra Pharmaceuticals Plc 252,383 0.23

(191,868) DFS Furniture Limited 42,420 0.04

116,769 Diageo Plc 274,229 0.25

225,484 Greene King Plc 3,364 0.00

(56,555) Greggs Plc 141,008 0.13

235,838 HSBC Holdings Plc 974 0.00

(284,629) International Consolidated Airlines Group SA 71,432 0.07

(137,461) Kier Group Plc 150,043 0.14

(483,594) Kingfisher Plc 87,827 0.08

(799,632) Legal & General Group Plc 41,592 0.04

(4,083,734) Lloyds Banking Group Plc 136,273 0.13

97,137 London Stock Exchange Plc 547,871 0.50

(724,216) Marks & Spencer Group Plc 27,421 0.03

49,835 Rio Tinto Plc 167,941 0.15(922,809) Royal Bank of Scotland Group Plc 149,589 0.14246,339 RSA Insurance Group Plc 26,225 0.02

(408,116) Sage Group Plc 38,653 0.04

122,571 Shaftesbury Plc 4,968 0.00

(94,334) WH Smith Plc 55,562 0.05

144,523 WPP Plc 16,500 0.02

3,753,953 3.45

Total contracts for differenceTotal contracts for differenceTotal contracts for differenceTotal contracts for difference 4,099,327 3.77

EquitiesEquitiesEquitiesEquities

JerseyJerseyJerseyJersey

1,825,797 Breedon Aggregates Limited 1,500,805 1.38


858,722 Medica Group Plc 1,119,773 1.03

240,223 Patisserie Holdings Plc 1,129,048 1.04

2,248,821 2.07


34,604 Philip Morris International Inc 2,116,211 1.94

Total equitiesTotal equitiesTotal equitiesTotal equities 5,865,837 5.39

Government bonds#Government bonds#Government bonds#Government bonds#


6,000,000 United Kingdom Treasury Bill 0% 01/10/2018 5,991,270 5.50









65,907,955 60.54

Total government bondsTotal government bondsTotal government bondsTotal government bonds 65,907,955 60.54

Total financial assets at fair value through profitTotal financial assets at fair value through profitTotal financial assets at fair value through profitTotal financial assets at fair value through profit

& loss - trading& loss - trading& loss - trading& loss - trading 75,873,119 69.70

£ Assets

201

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man NewSmith UK Equity Alternative (continued)




Nominal Nominal Nominal Nominal DescriptionDescriptionDescriptionDescription

Contracts for differenceContracts for differenceContracts for differenceContracts for difference


111,004 Alfa Financial Software H (391,400) (0.36)

19,468 Aveva Group Plc (30,975) (0.03)

(256,987) BAE Systems Plc (145,169) (0.13)

(737,627) Bakkavor Group Plc (12,129) (0.01)

(233,676) Compass Group (176,380) (0.16)

(9,142) Croda International Plc (23,083) (0.02)

(122,203) easyJet Plc (445,054) (0.41)

(66,360) Emis Group Plc (83,160) (0.08)

879,237 Equinity Group Plc (427,381) (0.39)

(96,913) IMI Plc (5,333) (0.00)

99,925 Imperial Brands Plc (189,655) (0.17)

(117,504) JD Wetherspoon Plc (46,384) (0.04)

(510,693) Johnson Service Group Plc (2,747) (0.00)

925,012 Melrose Industries Plc (174,303) (0.16)

81,459 Micro Focus International ORD GBP 0.10 (23,233) (0.02)

89,012 Prudential Plc (122,620) (0.11)

(2,284) Russell UK MID 150 (367,755) (0.34)

(730,875) Sainsbury (J) Plc (552,098) (0.51)

(85,227) Severn Trent Plc (17,731) (0.02)

76,255 Spectris Plc (49,733) (0.05)

(48,917) Unilever Plc (54,438) (0.05)

(148,729) United Utilities Group Plc (112,695) (0.10)

(3,453,456) (3.17)

Total contracts for differenceTotal contracts for differenceTotal contracts for differenceTotal contracts for difference (3,453,456) (3.17)

Future contractFuture contractFuture contractFuture contract

United KingdomUnited KingdomUnited KingdomUnited Kingdom(118) FTSE 100 Index Futures September 2018 (43,800) (0.04)

Total future contractTotal future contractTotal future contractTotal future contract (43,800) (0.04)

£ Assets

202

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man NewSmith UK Equity Alternative (continued)


Forward currency contracts (note 4)Forward currency contracts (note 4)Forward currency contracts (note 4)Forward currency contracts (note 4)



Amount ReceivableAmount ReceivableAmount ReceivableAmount Receivable Amount PayableAmount PayableAmount PayableAmount Payable Maturity DateMaturity DateMaturity DateMaturity Date ContractsContractsContractsContracts

£1,078,297 US$1,428,833 19 July 2018 1 (2,953) (0.00)

JPY 12,381,054,538 £85,300,682 06 July 2018 1 (623,374) (0.57)

Total unrealised loss on forward currency contractsTotal unrealised loss on forward currency contractsTotal unrealised loss on forward currency contractsTotal unrealised loss on forward currency contracts (626,327) (0.58)






**The forward currency contracts are held with the Bank of New York Mellon and Goldman Sachs International

Classifications :Classifications :Classifications :Classifications :




* Transferable securities dealt on another regulater market


% of Total% of Total% of Total% of Total

Analysis of Total AssetsAnalysis of Total AssetsAnalysis of Total AssetsAnalysis of Total Assets AssetsAssetsAssetsAssets





100.00


£ Assets

203

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man Alternative Style Risk PremiaFinancial assets at fair value through profit or loss



Contracts for difference (b) Equities (continued)Finland Sweden

(6,587) Fiskars OYJ ABP 9,021 0.01 336,697 Alfa Laval AB 8,001,541 4.67(16,360) Neste OYJ 105,040 0.06 167,924 Electrolux AB 3,829,253 2.24

(226,650) Sanoma OYJ 330,645 0.19 14,671 Elekta AB 193,514 0.12444,706 0.26 272,612 Husqvarna AB 2,590,820 1.51

88,588 Industrivarden AB 1,720,069 1.00Germany 169,070 Nordea Bank AB 1,626,188 0.95

(18,706) CTS Eventim AG & Company KGaA 19,026 0.01 309,884 Svenska Cellulosa AB SCA 3,371,106 1.97(51,847) Fielmann AG 595,428 0.35 21,332,491 12.46

(9,260) Henkel AG & Company KGaA 2,059 0.00(25,613) Leoni AG 282,993 0.16 Switzerland(27,966) Rheinmetall AG 547,278 0.32 178,336 ABB Limited 3,901,225 2.28

(173,620) Software AG 299,675 0.17 28,604 Flughafen Zuerich AG 5,830,555 3.40(93,780) Talanx AG 444,055 0.26 1,863 Georg Fischer AG 2,384,685 1.39(56,877) United Internet AG 387,893 0.23 43,806 Logitech International SA 1,926,590 1.12

2,578,407 1.50 61,427 Swiss Re AG 5,301,671 3.1019,344,726 11.29

Netherlands(37,030) Koninklijke DSM NV 145,568 0.09 United States

52,791 Altice USA Inc 900,614 0.53Norway

(20,080) Orkla ASA 1,275 0.00 Total equities 101,252,241 59.12(444,844) Storebrand ASA 192,103 0.11

193,378 0.11 Futures contracts (a)Australia

Sweden 288 Australian 10 Years Bond Futures September 2018 280,774 0.17(336,697) Alfa Laval AB 619,257 0.36 167 Australian 3 Years Bond Futures September 2018 20,710 0.01(167,924) Electrolux AB 305,835 0.18 29 SPI 200 Futures September 2018 38,346 0.02(272,612) Husqvarna AB 49,342 0.03 339,830 0.20

(88,588) Industrivarden AB 169,291 0.10(169,070) Nordea Bank AB 108,334 0.06 Canada(309,884) Svenska Cellulosa AB SCA-B 245,547 0.14 13 S&P/TSX 60 IX Futures September 2018 12,622 0.01

1,497,606 0.87Switzerland European Union

(178,336) ABB Limited 217,676 0.13 168 3MO EURO EURIBOR June 2020 53,591 0.03(28,604) Flughafen Zuerich AG 166,054 0.10(43,806) Logitech International SA 7,374 0.00 Germany

391,104 0.23 7 EURO BUXL 30 Years Bond Futures September 2018 24,565 0.02United States 73 EURO-BOBL Futures September 2018 40,315 0.02

(52,791) Altice USA Inc- A 62,359 0.04 12 EURO-BUND Futures September 2018 1,261 0.00103 Euro-OAT Futures September 2018 191,805 0.11

Total contracts for difference 5,313,128 3.10 93 EURO-SCHATZ Index Futures September 2018 7,309 0.00265,255 0.15

EquitiesAustria Italy

99,441 Erste Group Bank AG 4,150,659 2.42 (3) FTSE/MIB Index Futures September 2018 4,413 0.00

Denmark Japan22,418 Danske Bank A/S 701,714 0.41 19 Japan 10 Years Bond (OSE) Future September 2018 21,916 0.01

(2) TOPIX Index Futures September 2018 451 0.00Finland 22,367 0.01

11,972 DNA OYJ 286,547 0.176,587 Fiskars OYJ Abp 149,045 0.09 South Korea

16,360 Neste OYJ 1,283,595 0.75 (26) KOSPI2 Index Future September 2018 38,044 0.02371,305 Ramirent OYJ 3,945,006 2.30226,650 Sanoma OYJ 2,299,593 1.34 Spain

7,963,786 4.65 (3) IBEX 35 Index Futures July 2018 2,138 0.00

Germany United Kingdom18,706 CTS Eventim AG & Company KGaA 921,219 0.54 99 3MO EURO EURIBOR March 2021 12,157 0.0151,847 Fielmann AG 3,589,664 2.10 254 3MO EURO EURIBOR September 2019 58,990 0.03

9,260 Henkel AG & Company KGaA 1,029,797 0.60 38 Long Gilt Future September 2018 1,439 0.0022,944 Hochtief AG 4,146,824 2.42 72,586 0.0411,186 Infineon Technologies AG 285,104 0.1725,613 Leoni AG 1,300,844 0.76 United States27,966 Rheinmetall AG 3,087,545 1.80 (5) MSCI EAFE September 2018 3,480 0.00

173,620 Software AG 8,090,157 4.72 (8) MSCI Emerging Market Index September 2018 6,680 0.00341,825 TAG Immobilien AG 7,515,011 4.39 8 United States 5 Years Note (CBT) September 2018 273 0.00

93,780 Talanx AG 3,424,936 2.00 21 United States Long Bond (CBT) September 2018 13,344 0.0156,877 United Internet AG 3,257,915 1.90 7 Unites States Ultra Bond (CBT) Futures September 2018 6,688 0.01

36,649,016 21.40 30,465 0.02

Netherlands Total futures contracts 841,311 0.4937,030 Koninklijke DSM NV 3,723,345 2.1746,238 Randstad NV 2,721,933 1.59

6,445,278 3.76

Norway20,080 Orkla ASA 175,907 0.10

444,844 Storebrand ASA 3,588,050 2.103,763,957 2.20

204

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man Alternative Style Risk Premia (continued)

Financial assets at fair value through profit or loss (continued)

Fair % of Fair % of

Value Net Value Net

Nominal Description US$ Assets Nominal Description € Assets

Government bonds

United States

6,000,000 United States Treasury Bill 0% 26/07/2018# 5,993,111 3.50



10,000,000 United States Treasury Bill 0% 15/11/2018# 9,924,801 5.7929,853,598 17.43

Total government bonds 29,853,598 17.43

205

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man Alternative Style Risk Premia (continued)Financial assets at fair value through profit or loss (continued)

Forward currency contracts (note 4) (b)*Unrealised % of

gain Net

Amount Receivable Amount Payable Maturity Date Contracts US$ AssetsAUD100,000 US$73,876 02 July 2018 1 8 0.00CHF2,109,223 €1,800,000 06 July 2018 26 22,716 0.01CHF200,000 US$200,567 05 July 2018 2 945 0.00€300,000 £264,815 02 July 2018 2 670 0.00€100,000 £88,435 03 July 2018 1 10 0.00€5,400,000 £4,757,385 10 July 2018 35 25,733 0.02€200,000 JPY25,686,969 10 July 2018 2 1,618 0.00€100,000 US$116,334 02 July 2018 1 445 0.00€551,000 US$641,010 12 July 2018 1 2,917 0.00£200,000 AUD356,528 27 July 2018 4 948 0.00£1,065,319 €1,200,000 02 July 2018 1 5,318 0.00£100,000 JPY14,509,480 02 July 2018 1 1,023 0.00JPY235,714,260 €1,800,000 10 July 2018 2 26,371 0.02JPY51,266,125 £350,000 26 July 2018 5 1,025 0.00MXN11,000,000 US$554,136 27 July 2018 14 2,958 0.00US$701,174 AUD923,000 12 July 2018 1 19,203 0.01US$16,170,304 AUD21,300,000 18 July 2018 102 432,014 0.25US$810,841 BRL2,700,000 03 July 2018 5 109,417 0.06US$8,874,897 CAD11,400,000 05 July 2018 38 207,703 0.12US$48,766,813 CHF47,700,000 05 July 2018 176 706,359 0.41US$664,709 CLP400,000,000 11 July 2018 1 50,279 0.04US$230,203 CNH1,500,000 19 July 2018 3 4,024 0.00US$1,397,276 €1,185,000 12 July 2018 2 12,425 0.01US$17,251,300 €14,100,000 19 July 2018 36 764,514 0.45US$5,788,408 £4,300,000 10 July 2018 27 108,550 0.07US$272,875 JPY30,000,000 02 July 2018 2 1,978 0.00US$542,470 JPY60,000,000 03 July 2018 6 641 0.00US$2,155 JPY237,296 12 July 2018 4 10 0.00US$4,276,897 JPY470,000,000 24 July 2018 44 26,422 0.02US$2,101,723 NOK17,000,000 26 July 2018 3 13,627 0.01US$67,762 NZD100,000 02 July 2018 1 57 0.00US$135,483 NZD200,000 03 July 2018 7 73 0.00US$13,379,826 NZD19,400,000 13 July 2018 54 245,000 0.14US$728,561 RUB42,500,000 10 August 2018 4 53,841 0.03US$6,555,184 SEK57,000,000 17 July 2018 17 174,965 0.10US$1,856,566 SGD2,500,000 16 July 2018 21 22,433 0.01US$248,637 ZAR3,000,000 23 July 2018 1 30,444 0.02



206

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man Alternative Style Risk Premia (continued)Financial liabilities at fair value through profit or loss



Contracts for difference Total return swapAustria United States

(99,441) Erste Group Bank AG (97,107) (0.06) 1,000,183 AHL MRP0 MS SWAP (804,948) (0.47)

Denmark Total total return swap (804,948) (0.47)(22,418) Danske Bank (12,190) (0.01)

Finland(11,972) DNA OYJ (28,152) (0.02)

(371,305) Ramirent OYJ (164,850) (0.09)(193,002) (0.11)

Germany(22,944) Hochtief AG (1,764) (0.00)(11,186) Infineon Technologies AG (10,514) (0.01)

(341,825) TAG Immobilien AG (388,618) (0.22)(400,896) (0.23)

Netherlands(46,238) Randstad Holding NV (100,146) (0.06)

Sweden(14,671) Elekta AB-B Shs (4,572) (0.00)

Switzerland(1,863) Georg Fischer AG (52,990) (0.03)

(61,427) Swiss Re AG (94,172) (0.06)(147,162) (0.09)


Futures contractsCanada

(128) Canadian 10 Years Bond Futures September 2018 (212,246) (0.12)

France7 CAC40 10 EURO Futures July 2018 (12,154) (0.01)

Germany(1) DAX Index Futures September 2018 (934) (0.00)

11 EURO STOXX 50 September 2018 (13,765) (0.01)29 Euro-BTP Futures September 2018 (14,092) (0.01)

(28,791) (0.02)

Hong Kong(3) Hang Seng Index Future July 2018 (1,020) (0.00)(7) HSCEI Futures July 2018 (4,824) (0.00)

(5,844) (0.00)

Netherlands4 Amsterdam Index Futures July 2018 (11,115) (0.01)

Singapore(4) MSCI Taiwan Index July 2018 (520) (0.00)2 NIKKEI 225 (SGX) September 2018 (5,575) (0.00)

(6,095) (0.00)South Africa

(12) FTSE/JSE Top 40 September 2018 (20,017) (0.01)

Sweden20 OMXS30 IND Futures July 2018 (762) (0.00)

United Kingdom34 90DAY Sterling Future June 2020 (314) (0.00)72 90DAY Sterling Futures September 2019 (2,971) (0.00)13 FTSE 100 Index Futures September 2018 (8,067) (0.01)

(11,352) (0.01)

United States(68) 90DAY EURO$ Futures June 2020 (6,613) (0.00)(55) 90DAY EURO$ Futures March*1 (PERPETUAL) (10,975) (0.01)

(110) 90DAY EURO$ Futures September 2019 (6,300) (0.00)(44) CBOE VIX Futures August 2018 (15,300) (0.01)

(173) CBOE VIX Futures July 2018 (272,255) (0.16)22 E-Mini Russell 2000 September 2018 (32,875) (0.02)11 NASDAQ 100 E-Mini Index Futures September 2018 (25,385) (0.01)24 S&P500 Emini Futures September 2018 (78,138) (0.05)(69) United States 10 Years Note (CBT) September 2018 (3,961) (0.00)

(8) United States 2 Years Note (CBT) September 2018 (1,172) (0.00)(452,974) (0.26)

Total futures contracts (761,350) (0.44)

207

Man Funds VI plcUnaudited schedule of investments as at 30 June 2018 (continued)Man Alternative Style Risk Premia (continued)

Financial liabilities at fair value through profit or loss (continued)

Forward currency contracts (note 4)*

Unrealised % of

loss Net


AUD967,719 £550,000 27 July 2018 11 (12,016) (0.01)

AUD18,700,000 US$14,366,824 18 July 2018 61 (549,641) (0.32)

BRL2,700,000 US$822,741 03 July 2018 8 (121,317) (0.07)

CAD23,800,000 US$18,546,747 05 July 2018 34 (452,074) (0.26)

CHF4,723,635 €4,100,000 06 July 2018 79 (29,584) (0.02)

CHF29,600,000 US$30,159,252 05 July 2018 182 (335,579) (0.20)

CHF1,454,349 US$1,475,358 31 July 2018 1 (6,677) (0.00)

CLP400,000,000 US$663,256 11 July 2018 7 (48,828) (0.03)

€500,000 JPY65,026,213 10 July 2018 5 (3,261) (0.00)

€3,800,000 CHF4,541,425 06 July 2018 6 (137,253) (0.08)

€900,000 £796,511 02 July 2018 20 (714) (0.00)

€300,000 £265,689 03 July 2018 3 (474) (0.00)

€1,200,000 £1,065,540 10 July 2018 1 (5,302) (0.00)

€417,000 US$494,339 12 July 2018 1 (7,012) (0.00)

€16,300,000 US$19,727,261 19 July 2018 127 (668,061) (0.39)

€48,023,049 US$56,219,623 31 July 2018 2 (15,851) (0.01)

£500,000 AUD897,524 27 July 2018 8 (2,215) (0.00)

£3,074,299 €3,500,000 10 July 2018 20 (28,821) (0.02)

£4,050,000 US$5,471,082 10 July 2018 6 (121,450) (0.07)

£7 US$9 12 July 2018 1 - (0.00)

£43,592,126 US$57,847,623 31 July 2018 1 (209,621) (0.12)

JPY102,219,922 €800,000 10 July 2018 7 (11,246) (0.01)

JPY14,419,440 £100,000 02 July 2018 2 (1,836) (0.00)

JPY202,496,730 £1,400,000 26 July 2018 12 (19,122) (0.01)

JPY10,000,000 US$90,369 02 July 2018 1 (70) (0.00)

JPY120,000,000 US$1,085,046 03 July 2018 4 (1,388) (0.00)

JPY77,080 US$700 12 July 2018 1 (3) (0.00)

JPY1,610,000,000 US$14,677,156 24 July 2018 38 (117,030) (0.07)

JPY1,180,009,245 US$10,792,808 31 July 2018 2 (116,118) (0.07)

MXN7,000,000 US$355,186 27 July 2018 9 (671) (0.00)

NZD400,000 US$271,024 02 July 2018 1 (204) (0.00)

NZD2,000,000 US$1,397,000 13 July 2018 14 (42,895) (0.03)

RUB42,500,000 US$723,995 10 August 2018 8 (49,276) (0.03)

SEK34,500,000 US$3,967,675 17 July 2018 61 (105,964) (0.06)

SEK5,097 US$577 31 July 2018 1 (6) (0.00)

SGD100,000 US$75,014 16 July 2018 1 (1,649) (0.00)

US$73,421 AUD100,000 02 July 2018 1 (464) (0.00)

US$40,119 AUD54,318 12 July 2018 1 (15) (0.00)

US$1,104,387 AUD1,500,000 18 July 2018 5 (3,944) (0.00)

US$2,031,687 CAD2,700,000 05 July 2018 9 (21,069) (0.01)

US$13,214,438 CHF13,200,000 05 July 2018 12 (85,311) (0.05)

US$242 CHF240 12 July 2018 1 (1) (0.00)

US$115,910 €100,000 02 July 2018 1 (869) (0.00)

US$609,165 €523,481 12 July 2018 2 (2,602) (0.00)

US$116,477 €100,000 19 July 2018 1 (451) (0.00)

US$526,263 £400,000 10 July 2018 2 (2,095) (0.00)

US$867 £658 12 July 2018 2 (2) (0.00)

US$267 JPY29,424 12 July 2018 2 - (0.00)

US$180,585 JPY20,000,000 24 July 2018 2 (286) (0.00)

US$2,865,438 KRW3,200,000,000 30 July 2018 9 (10,938) (0.01)

US$2,999,699 MXN60,500,000 27 July 2018 41 (64,317) (0.04)

US$202,649 NZD300,000 02 July 2018 8 (467) (0.00)

US$270,295 NZD400,000 03 July 2018 12 (525) (0.00)

US$67,642 NZD100,000 13 July 2018 1 (63) (0.00)

US$55,542 SEK500,000 17 July 2018 1 (425) (0.00)

US$73,166 SGD100,000 16 July 2018 1 (200) (0.00)

ZAR3,000,000 US$249,769 23 July 2018 6 (31,576) (0.02)







**The forward currency contracts are held with the Bank of New York Mellon, Deutsche Bank AG, HSBC Bank Plc, Royal Bank of Scotland

Classifications :




*Transferable securities dealt on another regulater market


% of Total

Analysis of Total Assets Assets


Exchage traded financial derivative instruments described in classification (a) above 0.43




100.00


208

Man Funds VI Plc

Man GLG European Alpha Alternative Statement of significant purchases (unaudited) For the period ended 30 June 2018

Security Nominal Cost €

ING Groep NV 754,064 10,093,901 Wacker Chemie AG 65,850 9,996,030 Covestro AG 86,707 7,158,078 Heineken NV 71,774 6,232,854 Koninklijke DSM NV 68,957 5,903,635 RWE AG 270,471 5,366,145 OCI NV 190,671 4,537,970 Anheuser-Busch InBev SA/NV 47,577 4,256,378 Volkswagen AG PFD 24,907 4,177,184 Aroundtown SA 351,641 2,275,305 Koninklijke Ahold Delhaize NV 116,352 2,148,898 Akzo Nobel NV 26,447 2,082,181 Umicore SA 44,094 2,072,952 Innogy SE 52,359 1,920,005 Ambu A/S 83,504 1,616,666 Luxottica Group SpA 30,182 1,533,209 Brenntag AG 27,341 1,421,915 Autoliv Inc 11,985 1,412,402 Hexagon AB 27,884 1,345,445 ASM International NV 21,603 1,268,794

Statement of significant sales (unaudited)For the period ended 30 June 2018

Security Nominal Proceeds €

SAP SE (120,000) (11,480,000)Fresenius SE & Company KGaA (159,006) (10,686,495)Wacker Chemie AG (65,850) (9,564,713)Covestro AG (86,707) (7,155,542)Heineken NV (72,521) (6,136,221)Randstad NV (111,685) (5,893,928)Volkswagen AG PFD (33,748) (5,771,345)Deutsche Lufthansa AG (218,402) (5,366,137)Anheuser-Busch InBev SA/NV (47,577) (4,171,879)Koninklijke Ahold Delhaize NV (214,675) (4,070,975)Siltronic AG (25,792) (3,048,749)Brenntag AG (58,490) (2,996,877)Prysmian SpA (92,724) (2,502,272)Koninklijke DSM NV (25,164) (2,165,062)Akzo Nobel NV (26,447) (2,055,054)Aroundtown SA (273,518) (1,839,796)Swatch Group AG/The (5,124) (1,777,896)Ambu A/S (77,574) (1,753,909)Luxottica Group SpA (30,182) (1,527,558)Autoliv Inc (11,985) (1,425,863)

The Statement of Significant Purchases and Sales reflects the aggregate purchases of a security exceeding one percent of the totalvalue of purchases and aggregate disposals greater than one percent of total value of the sales for the year. At minimum the largest20 purchases and 20 sales must be given or all purchases and sales if less than 20.

209

Man Funds VI Plc

Man GLG Alpha Select Alternative Statement of significant purchases (unaudited) For the period ended 30 June 2018

Security Nominal Cost £

United Kingdom Treasury Bill 0% 10/12/2018 50,000,000 49,876,928 United Kingdom Treasury Bill 0% 17/09/2018 45,000,000 44,933,404 United Kingdom Treasury Bill 0% 03/12/2018 35,000,000 34,911,398 United Kingdom Treasury Bill 0% 20/08/2018 31,000,000 30,936,870 United Kingdom Treasury Bill 0% 24/09/2018 25,000,000 24,939,687 United Kingdom Treasury Bill 0% 12/11/2018 25,000,000 24,936,715 United Kingdom Treasury Bill 0% 10/09/2018 20,000,000 19,954,733 United Kingdom Treasury Bill 0% 01/10/2018 17,650,000 17,612,103 United Kingdom Treasury Bill 0% 06/08/2018 15,000,000 14,969,855 United Kingdom Treasury Bill 0% 19/11/2018 15,000,000 14,964,144 United Kingdom Treasury Bill 0% 22/10/2018 10,000,000 9,970,667 FTSE 100 Index Futures June 2018 5,822 9,828,762 United Kingdom Treasury Bill 0% 29/10/2018 8,000,000 7,976,930 Standard Chartered Plc 977,499 7,368,943 Royal Dutch Shell Plc 297,840 7,173,717 United Kingdom Treasury Bill 0% 18/06/2018 5,200,000 5,192,263 United Kingdom Treasury Bill 0% 23/07/2018 3,000,000 2,994,624 Breedon Group Plc 3,204,309 2,482,072 FTSE 250 Index (35,813,848) 1,345,952 Urban Exposure Plc 1,223,867 1,226,640


Security Nominal Proceeds £

Standard Chartered Plc (977,499) (7,354,322)Royal Dutch Shell Plc (297,840) (7,190,569)Royal Dutch Shell Plc 56,762,472 (2,630,513)Informa Plc 28,721,839 (1,988,302)Breedon Group Plc (1,760,389) (1,471,908)Diageo Plc 24,889,168 (1,359,360)CATCo Reinsurance Opportunities Fund Limited (1,723,688) (1,266,987)Tesco Plc 22,947,788 (1,251,712)Experian Plc 22,203,948 (1,119,449)Rentokil Initial Plc 10,097,126 (818,007)Standard Chartered Plc (98,222) (790,117)3i Group Plc 12,936,884 (695,359)Beazley Plc 6,722,929 (652,299)BHP Billiton Plc 14,175,819 (587,399)Call on 2.1 TSCO LN 20 April 2018 (1,862) (571,047)Call on 26 RDSA NA 20 April 2018 (2,715) (569,088)HSBC Holdings Plc 35,727,859 (544,433)Next Plc 14,400,148 (504,146)Hunting Plc 765,450 (501,180)Codemasters Group Holdings Limited (177,029) (460,042)


210

Man Funds VI Plc

Man GLG European Equity Alternative Statement of significant purchases (unaudited) For the period ended 30 June 2018


Innogy SE 1,657,473 60,219,671 Ping An Insurance Group Co of China Limited 6,417,093 54,624,903 NXP Semiconductors NV 542,867 50,687,957 Fiat Chrysler Automobiles NV 1,667,791 31,232,100 Alcoa Corporation 698,648 28,633,145 Knight-Swift Transportation Holdings Inc 756,023 27,485,845 Alaska Air Group Inc 502,546 26,869,961 Freeport-McMoRan Inc 1,907,072 26,435,595 World Fuel Services Corporation 1,335,784 26,407,341 Monsanto Company 266,025 26,140,169 SAP SE 286,255 26,071,265 Koninklijke KPN NV 9,416,326 22,194,280 Greenbrier Cos Inc 536,605 21,901,867 Enel SpA 4,326,475 20,915,761 Caterpillar Inc 166,824 20,845,396 Prysmian SpA 791,244 20,316,083 Hawaiian Holdings Inc 644,652 20,060,020 Atlantia SpA 800,693 19,652,250 American Airlines Group Inc 520,378 19,467,812 Carnival Corporation 327,125 17,879,735



Ping An Insurance Group Co of China Limited (9,236,517) (81,113,829)SAP SE (598,861) (57,251,112)Enel SpA (6,650,470) (32,399,726)Fiat Chrysler Automobiles NV (1,731,927) (32,166,408)NXP Semiconductors NV (317,191) (30,565,597)Prysmian SpA (1,068,378) (27,966,490)Alaska Air Group Inc (482,636) (25,276,677)Caterpillar Inc (169,554) (21,635,365)Knight-Swift Transportation Holdings Inc (601,448) (21,520,916)Koninklijke KPN NV (8,000,000) (21,420,000)World Fuel Services Corporation (1,048,238) (21,280,190)Alcoa Corporation (480,044) (21,112,056)Freeport-McMoRan Inc (1,397,282) (20,921,452)Moncler SpA (673,039) (20,301,287)Greenbrier Cos Inc (478,919) (19,677,187)Fresenius SE & Co KGaA (277,567) (18,652,502)MSC Industrial Direct Co Inc (229,196) (17,302,217)Hawaiian Holdings Inc (545,319) (16,996,748)United Continental Holdings Inc (290,858) (16,492,310)Royal Dutch Shell Plc (534,674) (15,379,797)


211

Man Funds VI Plc

Man GLG Global Equity Alternative Statement of significant purchases (unaudited) For the period ended 30 June 2018


Linde AG - Tender (706,394) 27,410 Knight-Swift Transportation Holdings Inc 208 7,670 Kunlun Energy Company Limited (443,094) 6,468 Moncler SpA 248 6,407 World Fuel Services Corporation 241 5,721 TD Ameritrade Holding Corporation 131 5,592 Kansas City Southern 57 5,036 Alaska Air Group Inc 76 4,718 Faurecia (66,662) 3,534 Lululemon Athletica Inc 53 3,506 Sainsbury (J) Plc (32,798) 3,494 Pearson Plc (45,719) 3,217 Burlington Stores Inc 27 2,761 Rowan Companies Plc 204 2,702 Associated Banc-Corporation 118 2,498 Micro Focus International ORD GBP 0.10 (24,586) 1,389 Smiths Group Plc (38,822) 1,387 Johnson Matthey Plc (22,127) 1,377 Carrefour SA (21,127) 1,315 Antofagasta Plc (8,759) 1,274



Bayer AG (18,657) (1,997,418)adidas AG (11,506) (1,946,240)Linde AG (4,061) (787,063)Prysmian SpA (10,013) (278,316)Enel SpA (49,427) (255,155)Marsh & McLennan Cos Inc (2,235) (152,175)Alibaba Group Holding Limited ADR (842) (130,628)Capital One Financial Corporation (1,561) (130,375)Goldman Sachs Group Inc/The (481) (101,910)Amazon.com Inc (99) (100,401)Lululemon Athletica Inc (1,499) (98,793)Dollar Tree Inc (1,050) (94,893)TD Ameritrade Holding Corporation (1,742) (76,260)Kansas City Southern (847) (76,245)GATX Corporation (1,302) (68,684)Advanced Micro Devices Inc (6,802) (67,207)Foot Locker Inc (1,634) (63,978)Burlington Stores Inc (625) (63,393)Tencent Holdings Limited (1,357) (62,485)Broadcom Limited (274) (61,661)


212

Man Funds VI Plc

Man AHL Multi Strategy Alternative Statement of significant purchases (unaudited) For the period ended 30 June 2018

Security Nominal Cost US$

United States Treasury Bill 0% 14/06/2018 8,000,000 7,956,716 United States Treasury Bill 0% 12/07/2018 7,000,000 6,950,412 United States Treasury Bill 0% 03/05/2018 4,000,000 3,983,144 United States Treasury Bill 0% 15/11/2018 4,000,000 3,965,786 United States Treasury Bill 0% 18/10/2018 4,000,000 3,963,880 United States Treasury Bill 0% 10/05/2018 1,000,000 995,962 United States Treasury Bill 0% 25/10/2018 1,000,000 990,802 S&P 500 E-mini Index Futures March 2018 2,017 716,556 DAX Index Futures June 2018 190 510,141 Long Gilt Bond Futures June 2018 919 486,644 US Long Bond CBT Bond Futures June 2018 879 440,273 Canadian 10 Years Bond Futures September 2018 370 412,274 US Long Bond CBT Bond Futures March 2018 747 392,320 KOSPI2 Index Futures June 2018 672 325,739 US 10 Years Note CBT Bond Futures September 2018 551 276,875 Euro STOXX 50 Index Futures June 2018 1,773 269,363 FTSE 100 Index Futures June 2018 524 253,421 S&P 500 E-mini Index Futures June 2018 880 208,163 SGX Nifty 50 Index Futures January 2018 486 191,691 Euro BOBL Bond Futures March 2018 1,225 185,254


Security Nominal Proceeds US$

United States Treasury Bill 0% 12/04/2018 (3,000,000) (2,993,495)CAC40 10 Euro Futures January 2018 (315) (200,684)CAC40 10 Euro Futures April 2018 (313) (123,036)CAC40 10 Euro Futures May 2018 (389) (100,189)British Pound Currency Futures March 2018 (200) (97,838)Put on 2645 S&P E-mini Index 16/02/2018 (33) (61,026)Put on 2675 S&P E-mini Index 16/02/2018 (42) (45,632)St Barbara Limited 88,879 (38,599)Teck Resources Limited 102,162 (37,055)Put on 2665 S&P E-mini Index 16/02/2018 (37) (31,261)LyondellBasell Industries NV 116,174 (25,503)Georg Fischer AG 133,327 (23,059)Bank Acceptance Futures September 2019 (52) (22,029)Put on 2695 S&P E-mini Index 16/02/2018 (37) (20,698)Methanex Corporation 74,433 (19,952)Whitehaven Coal Limited 82,142 (19,095)BlueScope Steel Limited 130,248 (19,072)BHP Billiton Limited 230,560 (18,063)Haier Electronics Group Company Limited 762,828 (16,912)Flight Centre Travel Group Limited 161,456 (16,515)


213

Man Funds VI Plc

Man AHL TargetRiskStatement of significant purchases (unaudited) For the period ended 30 June 2018


United Kingdom Gilt Inflation Linked 0.125% 22/03/2026 137,587,710 216,277,320 United States Treasury Inflation Indexed Bonds 0.375% 15/07/2027 156,392,360 151,944,590 Deutsche Bundesrepublik Inflation Linked Bond 0.1% 15/04/2026 106,077,870 140,300,252 French Republic Government Bond OAT 1.85% 25/07/2027 76,519,185 116,004,352 United States Treasury Inflation Indexed Bonds 0.125% 15/04/2022 103,210,920 101,399,619 United States Treasury Bill 0% 14/06/2018 40,100,000 39,923,909 United States Treasury Bill 0% 12/07/2018 39,000,000 38,768,969 United States Treasury Bill 0% 10/05/2018 26,000,000 25,929,156 United States Treasury Bill 0% 19/04/2018 24,000,000 23,959,664 United States Treasury Bill 0% 15/11/2018 20,000,000 19,828,932 United States Treasury Bill 0% 25/10/2018 10,000,000 9,908,020 United States Treasury Bill 0% 29/03/2018 8,000,000 7,977,744 United States Treasury Bill 0% 12/04/2018 8,000,000 7,972,958 United States Treasury Bill 0% 03/05/2018 7,000,000 6,970,502 United States Treasury Bill 0% 15/03/2018 6,000,000 5,993,982 United States Treasury Bill 0% 04/10/2018 5,000,000 4,955,562 United States Treasury Bill 0% 02/08/2018 3,000,000 2,997,928 United States Treasury Bill 0% 16/08/2018 2,000,000 1,985,946



United Kingdom Gilt Inflation Linked 0.125% 22/03/2026 (66,640,260) (104,058,935)United States Treasury Inflation Indexed Bonds 0.375% 15/07/2027 (77,326,560) (75,091,052)Deutsche Bundesrepublik Inflation Linked Bond 0.1% 15/04/2026 (52,686,950) (68,711,229)French Republic Government Bond OAT 1.85% 25/07/2027 (35,633,805) (53,110,715)United States Treasury Inflation Indexed Bonds 0.125% 15/04/2022 (50,164,470) (49,232,787)United States Treasury Bill 0% 14/06/2018 (35,100,000) (34,977,542)United States Treasury Bill 0% 12/07/2018 (34,000,000) (33,832,748)United States Treasury Bill 0% 15/03/2018 (25,000,000) (24,973,210)United States Treasury Bill 0% 10/05/2018 (21,000,000) (20,965,893)United States Treasury Bill 0% 19/04/2018 (14,000,000) (13,987,526)United States Treasury Bill 0% 12/04/2018 (8,100,000) (8,087,027)United States Treasury Bill 0% 29/03/2018 (8,000,000) (7,993,376)United States Treasury Bill 0% 03/05/2018 (7,000,000) (6,983,365)United States Treasury Bill 0% 02/08/2018 (5,000,000) (4,988,684)United States Treasury Bill 0% 25/10/2018 (5,000,000) (4,965,054)United States Treasury Bill 0% 15/11/2018 (5,000,000) (4,958,601)FTSE 100 Index Futures June 2018 (737) (3,870,843)Long Gilt June 2018 (808) (1,737,781)EURO-BUND Futures June 2018 (334) (1,305,592)BBGCommexAg&LvCap 101,545,500 (954,932)


214

Man Funds VI Plc

Man GLG European Mid-Cap Equity Alternative Statement of significant purchases (unaudited) For the period ended 30 June 2018


Bayer AG 1,525,437 149,683,665 Gemalto NV 2,206,428 110,045,343 Innogy SE 1,975,403 73,758,662 Koninklijke KPN NV 21,983,332 54,804,567 Fresenius Medical Care AG & Company KGaA 555,573 46,746,949 BASF SE 506,006 43,357,773 Unilever NV 876,416 40,958,094 ING Groep NV 2,386,361 35,588,243 Royal Dutch Shell Plc 1,238,356 34,823,108 Covestro AG 416,223 32,736,422 Nokia OYJ 6,351,127 31,281,991 Volkswagen AG 180,325 29,690,084 Deutsche Post AG 835,000 29,171,750 Siemens AG 272,626 28,926,647 RWE AG 1,408,040 27,997,224 Koninklijke DSM NV 315,000 26,058,000 Wirecard AG 227,339 24,263,045 Siltronic AG 164,201 23,087,038 Infineon Technologies AG 795,300 18,774,433 SAP SE 116,972 11,601,283



Gemalto NV (1,606,565) (80,311,865)Koninklijke KPN NV (29,845,692) (76,741,940)SAP SE (604,876) (55,741,069)Fresenius SE & Company KGaA (754,057) (50,446,413)Bayer AG (505,000) (50,357,700)BASF SE (558,745) (48,007,812)Heineken NV (520,223) (44,787,710)Brenntag AG (833,259) (41,585,292)Unilever NV (876,416) (41,054,417)Siltronic AG (252,700) (34,267,250)Innogy SE (819,582) (31,078,549)Siemens AG (272,626) (30,812,191)Covestro AG (378,575) (29,394,795)Deutsche Post AG (744,515) (25,808,313)Fresenius Medical Care AG & Company KGaA (297,691) (25,500,211)Wirecard AG (176,758) (25,435,006)Volkswagen AG (157,554) (25,013,202)Royal Dutch Shell Plc (847,028) (24,346,333)Koninklijke DSM NV (250,000) (21,941,903)ArcelorMittal (758,500) (21,083,622)


215

Man Funds VI Plc

Man Numeric Market Neutral Alternative Statement of significant purchases (unaudited) For the period ended 30 June 2018


Hochtief AG 184,362 33,289,695 ASM International NV 369,610 24,916,601 Flughafen Zurich AG 114,617 24,028,575 Koninklijke DSM NV 237,820 23,431,282 Vonovia SE 519,328 23,401,127 Gemalto NV 398,766 23,401,127 Adecco Group AG 340,440 22,890,190 Akzo Nobel NV 247,482 22,890,169 SAP SE 207,299 22,835,658 Zurich Insurance Group AG 70,686 21,494,571 Volvo AB 1,105,787 20,694,146 TAG Immobilien AG 881,836 18,314,803 BAWAG Group AG 339,556 16,876,292 LEG Immobilien AG 131,854 14,655,758 Deutsche Boerse AG 106,499 14,226,317 Temenos AG American Depositary 101,784 13,373,717 Baloise Holding AG 81,431 12,782,835 Schaeffler AG 774,369 12,227,785 Aroundtown SA 1,520,672 11,961,664 Julius Baer Group Limited 199,207 11,881,256



Hochtief AG (184,362) (33,050,658)Scout24 AG (496,540) (25,383,036)Rheinmetall AG (189,353) (25,143,977)Covestro AG (243,074) (24,206,125)ASM International NV (369,610) (23,534,419)Gemalto NV (398,766) (23,111,986)SAP SE (207,299) (23,042,688)Software AG (452,660) (22,535,309)Suedzucker AG (1,187,308) (21,931,396)Vonovia SE (422,106) (19,881,265)Salmar ASA (401,866) (18,175,299)Deutsche Pfandbriefbank AG (1,072,765) (17,978,168)Siltronic AG (102,885) (16,939,763)Koninklijke DSM NV (149,266) (14,617,765)Deutsche Boerse AG (106,499) (14,532,146)LEG Immobilien AG (131,854) (14,526,373)Grand City Properties SA (573,259) (14,341,629)Akzo Nobel NV (146,752) (13,931,724)Temenos AG American Depositary (101,784) (13,843,288)Hannover Rueck SE (98,909) (13,782,451)


216

Man Funds VI Plc

Man GLG Unconstrained Emerging Equity Statement of significant purchases (unaudited) For the period ended 30 June 2018


United States Treasury Bill 0% 12/07/2018 4,000,000 3,971,596 Indiabulls Housing Finance Limited 173,968 3,342,438 Infosys Limited 154,844 2,763,910 China Resources Phoenix Healthcare Holdings Company Limited 2,043,807 2,683,875 Sun Pharmaceutical Industries Limited 263,620 2,060,042 United States Treasury Bill 0% 28/06/2018 2,000,000 1,987,668 United States Treasury Bill 0% 25/10/2018 2,000,000 1,987,367 United States Treasury Bill 0% 13/09/2018 2,000,000 1,984,497 Hero MotoCorp Limited 35,694 1,909,081 Baidu Inc 6,866 1,664,577 Camil Alimentos SA 686,637 1,626,834 Yum China Holdings Inc 39,372 1,602,911 Moscow Exchange MICEX-RTS PJSC 766,281 1,451,244 Shriram Transport Finance Company Limited 62,812 1,412,076 Indiabulls Housing Finance Limited 65,741 1,269,229 B3 SA - Brasil Bolsa Balcao 210,913 1,222,375 NCSoft Corporation 3,208 1,067,776 Bidvest Group Limited/The 54,876 1,033,363 Check Point Software Technologies Limited 9,994 1,002,123 Taiwan Semiconductor Manufacturing Company Limited 116,222 936,363



United States Treasury Bill 0% 12/07/2018 (3,000,000) (2,979,250)Semen Indonesia Persero Tbk PT (3,846,106) (2,572,142)Infosys Limited (130,969) (2,319,893)Kangwon Land Inc (75,794) (2,160,763)Tenaris SA (57,720) (2,143,624)Hollysys Automation Technologies Limited (75,947) (1,953,632)Hero MotoCorp Limited (34,404) (1,832,976)ENN Energy Holdings Limited (206,590) (1,803,718)Shriram Transaport Fionance Corporation (81,134) (1,803,580)Wal-Mart de Mexico SAB de CV (714,939) (1,794,216)Cia de Saneamento do Parana (108,971) (1,529,955)Sino Biopharmaceutical Limited (751,475) (1,493,365)Baidu Inc (5,713) (1,462,107)Polymetal International PLC (124,681) (1,436,337)Eurocash SA (210,673) (1,327,436)Indiabulls HO-CW18 ML (69,100) (1,314,309)Indiabulls Housing Finance Limited (65,741) (1,253,828)Sun Pharmaceutical Industries Ltd (152,128) (1,194,866)Korea Zinc Company Limited (2,607) (1,096,099)Indiabulls Housing Finance Limited (55,722) (1,063,796)


217

Man Funds VI Plc

Man GLG Global Emerging Markets Debt Total Return Statement of significant purchases (unaudited)For the period ended 30 June 2018


United States Treasury Note/Bond 2.875% 15/05/2028 1,614,000,000 1,603,126,407 United States Treasury Bill 0% 04/10/2018 793,500,000 787,915,704 United States Treasury Bill 0% 12/07/2018 637,000,000 633,153,278 United States Treasury Bill 0% 02/08/2018 538,000,000 534,756,350 United States Treasury Bill 0% 06/09/2018 348,000,000 346,018,700 United States Treasury Bill 0% 14/06/2018 325,000,000 323,230,268 United States Treasury Bill 0% 13/09/2018 311,000,000 309,177,002 United States Treasury Bill 0% 10/05/2018 305,000,000 303,627,840 United States Treasury Bill 0% 30/08/2018 275,000,000 273,450,004 United States Treasury Bill 0% 07/06/2018 222,500,000 221,543,863 United States Treasury Bill 0% 03/05/2018 190,000,000 189,300,542 United States Treasury Bill 0% 20/09/2018 177,000,000 175,971,262 United States Treasury Bill 0% 31/05/2018 163,000,000 162,156,461 United States Treasury Bill 0% 16/08/2018 150,000,000 149,156,501 United States Treasury Bill 0% 26/04/2018 138,000,000 137,565,905 United States Treasury Bill 0% 17/05/2018 135,000,000 134,406,214 United States Treasury Bill 0% 01/03/2018 114,400,000 114,243,866 United States Treasury Bill 0% 23/08/2018 100,000,000 99,399,876 United States Treasury Bill 0% 15/11/2018 88,000,000 87,287,116 United States Treasury Bill 0% 24/05/2018 50,000,000 49,744,588



United States Treasury Note/Bond 2.875% 15/05/2028 (861,700,000) (867,925,672)United States Treasury Bill 0% 12/07/2018 (578,100,000) (576,740,623)United States Treasury Bill 0% 02/08/2018 (387,000,000) (385,814,261)United States Treasury Bill 0% 06/09/2018 (328,000,000) (326,261,695)United States Treasury Bill 0% 14/06/2018 (325,000,000) (324,766,116)United States Treasury Bill 0% 26/04/2018 (69,000,000) (68,852,266)United States Treasury Bill 0% 07/06/2018 (65,000,000) (64,770,839)United States Treasury Bill 0% 24/04/2018 (50,000,000) (49,760,000)United States Treasury Bill 0% 31/05/2018 (47,000,000) (46,982,976)United States Treasury Bill 0% 03/05/2018 (35,000,000) (34,942,725)United States Treasury Bill 0% 29/03/2018 (27,000,000) (26,981,483)United States Treasury Bill 0% 10/04/2018 (22,000,000) (21,872,620)Petroleos Mexicanos 5.5% 04/02/2019 (16,100,000) (16,094,204)Petronas Capital Ltd 5.25% 08/12/2019 (13,660,000) (13,999,178)United States Treasury Bill 0% 01/03/2018 (10,000,000) (9,992,154)Majapahit Holding BV 7.75% 20/01/2019 (9,000,000) (9,666,000)United States Treasury Bill 0% 01/02/2018 (9,300,000) (9,299,341)Majapahit Holding BV 8% 07/08/2019 (7,005,000) (7,472,584)Petroleos Mexicanos 8% 05/03/2019 (2,086,000) (2,160,929)Petroleos Mexicanos 6% 03/05/2020 (1,964,000) (2,034,625)


218

Man Funds VI Plc

Man GLG Innovation Equity Alternative Statement of significant purchases (unaudited) For the period ended 30 June 2018


United States Treasury Bill 0% 07/12/2018 25,000,000 24,842,894 United States Treasury Bill 0% 10/04/2018 15,000,000 14,916,875 United States Treasury Bill 0% 09/13/2018 15,000,000 14,883,730 VanEck Vectors Semiconductor ETF 129,551 13,365,478 United States Treasury Bill 0% 10/05/2018 13,000,000 12,947,334 Facebook Inc 69,420 12,078,986 Alphabet Inc 9,011 9,831,166 Visa Inc 75,183 9,370,634 Adobe Systems Inc 40,651 9,282,369 Tencent Holdings Limited 168,233 8,826,352 Mastercard Inc 46,415 8,233,007 Amazon.com Inc 5,600 8,174,810 Infineon Technologies AG 279,519 7,870,929 Microsoft Corporation 78,955 7,379,159 Intuit Inc 39,314 6,942,120 Comcast Corporation 165,350 6,192,022 United States Treasury Bill 0% 24/05/2018 6,000,000 5,971,010 Applied Materials Inc 113,419 5,966,200 Coherent Inc 30,898 5,923,301 Worldpay Inc 71,676 5,759,020



Facebook Inc (48,785) (8,696,503)Infineon Technologies AG (243,439) (7,002,574)VanEck Vectors Semiconductor ETF (66,951) (6,919,566)Amazon.com Inc (4,023) (5,988,707)Paycom Software Inc (44,749) (4,880,724)Mastercard Inc (26,493) (4,817,792)Visa Inc (39,188) (4,792,312)Comcast Corp (121,145) (4,439,424)Advanced Micro Devices Inc (343,208) (4,246,066)Adobe Systems Inc (17,980) (4,209,411)Alibaba Group Holding Limited (22,863) (4,166,547)Arista Networks Inc (14,372) (3,777,214)Broadcom Inc (16,027) (3,755,148)Qualcomm Inc (62,323) (3,687,489)AMS AG (37,954) (3,365,034)Nokia OYJ (598,577) (3,319,875)Microsoft Corp (34,034) (3,220,226)ServiceNow Inc (17,826) (3,163,206)KION Group AG (28,648) (2,590,705)Coherent Inc (14,877) (2,429,492)


219

Man Funds VI Plc

Man NewSmith UK Equity AlternativeStatement of significant purchases (unaudited) For the period ended 30 June 2018

Security Nominal Cost £

United Kingdom Treasury Bill 0% 05/11/2018 15,000,000 14,959,940 United Kingdom Treasury Bill 0% 03/09/18 10,000,000 9,979,101 United Kingdom Treasury Bill 0% 23/07/18 8,000,000 7,985,665 United Kingdom Treasury Bill 0% 17/09/2018 8,000,000 7,981,196 United Kingdom Treasury Bill 0% 01/10/2018 6,000,000 5,987,117 United Kingdom Treasury Bill 0% 20/08/2018 5,000,000 4,990,095 United Kingdom Treasury Bill 0% 12/11/2018 5,000,000 4,987,446 United Kingdom Treasury Bill 0% 19/11/2018 5,000,000 4,987,007 United Kingdom Treasury Bill 0% 03/12/2018 4,000,000 3,989,861 Breedon Aggregates Limited 1,825,797 1,396,735 FTSE 100 Index Futures June 2018 334 1,203,070 Philip Morris International Inc 5,467 408,164 Russell UK MID 150 (6,805,038) 312,227

Nominal Proceeds £

Philip Morris International Inc (13,335) (828,166)Patisserie Holdings Plc (109,512) (498,731)Royal Dutch Shell Plc 4,343,762 (454,608)Melrose Industries Plc 2,734,916 (326,609)BP Plc 2,583,034 (311,443)Prudential Plc 5,527,934 (234,567)Medica Group Plc (172,044) (226,598)CRH Plc 2,089,097 (185,674)Rio Tinto Plc 2,613,972 (176,493)Diageo Plc 1,491,272 (165,777)Carnival Plc 3,305,542 (125,448)Big Yellow Group Plc 419,411 (120,726)GKN Plc 1,945,526 (48,375)Ryanair Holdings Plc 540,867 (38,013)London Stock Exchange Plc 1,251,488 (21,496)B&M European Value Retail SA 178,948 (9,485)IMI Plc 13,435 (54)



Security

220

Man Funds VI Plc

Man Alternative Style Risk PremiaStatement of significant purchases (unaudited) For the period ended 30 June 2018


Grand City Properties SA 652,634 15,641,512 Hochtief AG 68,516 12,405,334 LEG Immobilien AG 95,193 10,881,734 Alstria office REIT AG 687,439 10,426,718 Software AG 207,196 10,139,502 United States Treasury Bill 0% 15/11/2018 10,000,000 9,914,466 United States Treasury Bill 0% 04/10/2018 9,000,000 8,920,011 Alfa Laval AB 343,192 8,787,096 TAG Immobilien AG 410,619 8,529,672 Leoni AG 128,873 8,185,069 United States Treasury Bill 0% 06/09/2018 8,000,000 7,941,265 Talanx AG 182,639 7,763,409 Essity AB 288,605 7,565,550 Bawag Group AG 135,566 7,180,287 CompuGroup Medical SE 151,862 7,141,343 Scout24 AG 144,189 6,816,590 Flughafen Zuerich AG 31,513 6,606,459 Schaeffler AG 388,765 5,973,417 United States Treasury Bill 0% 26/07/2018 6,000,000 5,968,293 United States Treasury Bill 0% 25/10/2018 6,000,000 5,944,812



Grand City Properties SA (652,634) (16,209,533)United States Treasury Bill 0% 14/06/2018 (15,000,000) (14,966,731)Alstria office REIT AG (771,514) (11,568,825)LEG Immobilien AG (95,193) (10,775,825)Scout24 AG (175,052) (9,080,994)United States Treasury Bill 0% 04/10/2018 (9,000,000) (8,926,617)Hochtief AG (45,572) (8,348,443)CompuGroup Medical SE (151,862) (7,911,987)Essity AB (288,605) (7,413,477)BAWAG Group AG (135,566) (7,044,530)Leoni AG (103,260) (6,670,248)Schaeffler AG (388,765) (6,325,758)S&T AG (186,047) (4,614,031)Deutsche Wohnen SE NPV (BR) (94,227) (4,468,352)Subsea 7 SA (295,291) (4,300,593)Salmar ASA (93,430) (4,053,743)Talanx AG (88,859) (4,007,796)Continental AG (14,319) (3,986,059)Danske Bank A/S (107,352) (3,985,701)Deutsche Lufthansa AG (121,276) (3,943,103)


221

Man Funds VI plc Supplementary information (unaudited) For the six month period ended 30 June 2018

222

Report of Directors’ Remuneration (Unaudited) The directors of the Fund who are also employees of Man Group plc and companies within its group structure (‘‘Man Group’’) do not receive any remuneration in respect of their services as directors of the Fund. The other directors receive fixed remuneration in respect of their services which is set at a level determined by the Board as a whole and which is not performance related. This is detailed in note 8 of these unaudited financial statements. None of the directors are currently in receipt of variable remuneration in respect of their services as directors of the Fund and none of the directors are currently in receipt of a pension from the Fund. The Fund has appointed Man Asset Management (Ireland) Limited as its UCITS management company. As such, the provisions of Article 14b of Directive 2009/65/EC in relation to remuneration are not applicable to the Fund. However, they do apply to Man Asset Management (Ireland) Limited, which has adopted a remuneration policy to ensure compliance.

Man Funds VI plc Unaudited reporting requirement in respect of the Securities Financing Transactions Regulation For the six month period ended 30 June 2018

223

The Investment Manager may, on behalf of each sub-fund and subject to the conditions and within the limits laid down by the Financial Conduct Authority and the Prospectus, employ techniques and instruments relating to transferable securities, including investments in OTC Financial Derivative Instruments (‘‘FDI’’) provided that such techniques and instruments are used for efficient portfolio management purposes or to provide protection against exchange risk or for direct investment purposes, where applicable. The sub-funds engaged in securities lending activity during the year for the purposes of efficient portfolio management, and invested in total return swaps, repos or reverse repos. Securities Lending All securities lending transactions entered into by the sub-funds are subject to a written legal agreement between the sub- funds and the Lending Agent, which is the Bank of New York Mellon, London Branch, and separately between the Lending Agent and the approved borrowing counterparty. Collateral received in exchange for securities lent is delivered to an account in the name of the Depositary on behalf of the sub-fund. Collateral received is segregated from the assets belonging to the sub-fund’s Depositary or the Lending Agent. The total income earned from securities lending transactions is split between the relevant sub-fund and the securities lending agent. The sub-fund receives at least 80% while the securities lending agent receives up to 20% of such income with all operational costs borne out of the securities lending agent’s share. Income received during the year by each sub-fund from securities lending transactions is disclosed in other income in the unaudited statement of comprehensive income included as part of the unaudited financial statements. The following table details the value of securities on loan, the maturity tenor of which is always open, as they are recallable or terminable on a daily basis. Additionally there is an analysis of the maturity tenor of the associated collateral received as at 30 June 2018 based on the respective transaction contractual maturity date, split between counterparty borrower, with the country of incorporation of the counterparty shown in brackets:

Man GLG European Alpha Alternative

Total value of Less than 31 to 90 91 to 365 More than Total securities 1 day days days 365 days Open Collateral on loanUS$’000 US$’000 US$’000 US$’000 US$’000 US$’000 US$’000

Merrill Lynch International Equities Citigroup Global Markets Limited Equities Societe Generale Equities

2,995 - 2,995 - - - 2,995

Man GLG European Equity Alternative


Bank of New York Mellon Collateral Received: USD Cash 390 - - - - 390 Equities - 3,516 - - - 3,516 BNP Paribas Equities BNP Paribas Securities Corp. Collateral Received: USD Cash Credit Suisse Securities (Europe) Limited Equities Credit Suisse Securities (USA) LLC (Incorporated in the United States) Collateral Received: USD Cash 4,044 - - - - 4,044 Equities - 6,711 - - - 6,711 Industrial And Commercial Bank of China Collateral Received: USD Cash ING Financial Markets LLC (Incorporated in the United States) Collateral Received: USD Cash Merrill Lynch International Collateral Received: Non-USD Cash 640 - - - - 640 Equities - 14,192 - - - 14,192

- - - - 1,139

450 - - - - 450

27,364- - - - 27,364

550 - - - - 550

1,029 - - - 1,029

206

- 646 - - - 646

2,143 - - - 2,143

206 - - -

-

-

3,896

-

1,139

10,654

429

1,115

14,801

206

646

Counterparty borrower and collateral type

2,143


1,029

27,364

539

Man Funds VI plc Unaudited reporting requirement in respect of the Securities Financing Transactions Regulation (continued) For the six month period ended 30 June 2018

224

Securities Lending (continued) Man GLG European Equity Alternative (continued)


Morgan Stanley & Co. LLC Collateral Received: USD Cash 5,621 - - - - 5,621 Non-USD Cash 510 - - - - 510 Equities 886 - - - 886 Morgan Stanley & Co. International PLC Equities Natixis Securities America LLC (Incorporated in the United States) Collateral Received: USD Cash National Bank Finance Inc Collateral Received: USD Cash Pershing LLC (Incorporated in the United States) Collateral Received: USD Cash RBC Capital Markets, LLC (Incorporated in the United States) Collateral Received: USD Cash RBC Dominion Securities Inc (Incorporated in the United States) Collateral Received: USD Cash Scotia Capital (USA) INC Collateral Received: USD Cash SG Americas Securities, LLC (Incorporated in the United States) Collateral Received: USD Cash Societe Generale (Incorporated in the United Kingdom) Equities TD Securities Inc Collateral Received: USD Cash UBS AG (Incorporated in the United Kingdom) Collateral Received: USD Cash 148 - - - - 148 Non-USD Cash 920 - - - - 920 Equities - 30,072 - - - 30,072

111,062 24,266 87,450 - - - 111,716

- - - - 231

- 2,588 - - - 2,588

- - - - 1,118

1,313 - - - - 1,313

- - - - 429

1,822 - - - - 1,822

- - - - 2,855

1,279 - - - - 1,279

- - - - 807

- 1,092 - - - 1,092

413

1,092

1,276

2,588

225

31,093

807

2,855

429

1,118

231

2,797

1,773

6,846

1,092


1,254

786


225

Securities Lending (continued) Man GLG European Mid-Cap Equity Alternative

Counterparty borrower and collateral type Total value of Less than 31 to 90 91 to 365 More than Total securities 1 day days days 365 days Open Collateral on loanUS$’000 US$’000 US$’000 US$’000 US$’000 US$’000 US$’000

BNP Paribas Arbitrage Equities Citigroup Global Markets Limited (Incorporated in the United Kingdom) Equities Citigroup Global Markets Inc. Collateral Received: Non-USD Cash JP Morgan Securities, Plc. (Incorporated in the United Kingdom) Equities Societe Generale Equities UBS AG (Incorporated in the United Kingdom) Equities

16,436 4,191 12,448 - - - 16,639

- 6,435 - - - 6,435

- 100 - - - 100

560 - - - 560

4,191 -- - - 4,191

5,013 - - - 5,013

- 340 - - - 340

6,435

5,013

3,988

560

100

340

-

-

The total value of securities on loan as a proportion of the Fund's NAV as at the balance sheet date is outlined below:

% of Net Assets30 June 2018

Man GLG European Alpha Alternative 57458 4.47%Man GLG European Equity Alternative 102632405 8.45%Man GLG European Mid-Cap Equity Alternative 28501720 2.16%

The total value of securities on loan as a proportion of the Fund's total lendable assets, as at the balance sheet date, is outlined below. 30 June 2018Fund Market Value on Loan % of Lendable AssetsMan GLG European Alpha Alternative €2,564,984 11.84%Man GLG European Equity Alternative €95,119,915 14.37%Man GLG European Mid-Cap Equity Alternative €14,076,874 4.09%

Total lendable assets represent the aggregate value of assets types forming part of the Fund's securities lending programme.


226

Securities Lending (continued) Net income earned by the sub-funds from securities lending activity during the year and fees paid to the securities lending agent were as outlined below: 30 June 2018 Income earned Fees paidMan GLG European Equity Alternative €122,866 €4,013Man GLG European Alpha Alternative €9,178 -Man GLG Alpha Select Alternative £230 -Man GLG Global Equity Alternative €3,867 €440Man GLG European Mid-Cap Equity Alternative €15,276 -Man GLG Unconstrained Emerging Equity US$1,997 US$486 Man GLG Innovation Equity Alternative US$7,318 US$1,669

The following table lists all of the issuers by value of non-cash collateral received by the sub-funds by way of title transfer collateral arrangement across securities lending transactions as at the balance sheet date. Non-cash collateral issuer

Value % of Net AssetsMan GLG European Alpha Alternative €Citigroup Global Markets Limited 176,771 0.31%Merrill Lynch International 1,834,975 3.20%Societe Generale 553,237 0.96%

Man GLG European Equity Alternative €Bank of New York Mellon 3,337,140 0.30%BNP Paribas Securities Corporation 461,670 0.04%Credit Suisse Securities (USA) LLC 9,124,904 0.81%Industrial and Commercial Bank of China 367,181 0.03%ING Financial Markets LLC 954,773 0.08%Merrill Lynch International 12,676,449 1.13%Morgan Stanley & Co. LLC 5,863,608 0.52%National Bank Of Canada Financial Inc 1,073,588 0.10%Natixis Securities America LLC 672,852 0.06%Pershing LLC 2,395,033 0.21%RBC Capital Markets, LLC 1,518,661 0.13%RBC Dominion Securities Inc 353,384 0.03%SG Americas Securities, LLC 935,076 0.08%Scotia Capital (USA) Inc 1,092,900 0.10%TD Securities Inc 192,863 0.02%UBS AG 26,630,216 2.37%Credit Suisse Securities (Europe) Limited 23,436,460 2.08%Societe Generale 2,216,166 0.20%Morgan Stanley & Co. International Plc 935,566 0.08%BNP Paribas 881,424 0.08%

Man GLG European Mid-Cap Equity Alternative €Citigroup Global Markets Inc 3,415,859 0.52%BNP Paribas Arbitrage 291,136 0.04%Citigroup Global Markets Limited 4,293,444 0.66%JP Morgan Securities, Plc 479,541 0.07%Societe Generale 85,624 0.01%UBS AG 5511271 0.85%


227

Securities Lending (continued) As at the balance sheet date, all of the cash collateral received in respect of securities lending transactions, was re-invested in repos managed by various counterparties as at the balance sheet date:

Market Value on loan % of Net AssetsMan GLG European Equity Alternative €20,809,526 1.85%Man GLG European Mid-Cap Equity Alternative €3,593,827 0.55%Man GLG Unconstrained Emerging Equity US$20 0.00%

Non-cash collateral received by way of title transfer collateral arrangement in relation to securities lending transactions and OTC derivative transactions, cannot be sold, re-invested or pledged. Income earned by the sub-funds from the reinvestment of cash collateral in repos, net of any interest payable to the relevant counterparty, for the period ended 30 June 2018 and is presented within other income in the statement of comprehensive income:

Income Earned Man GLG Alpha Select Alternative £44Man GLG European Equity Alternative €54,316Man GLG Global Equity Alternative €7Man GLG European Mid-Cap Equity Alternative €1,236Man GLG Unconstrained Emerging Equity US$79 Man GLG Innovation Equity Alternative US$1,332

All of the non-cash collateral received by the sub-funds was held by BNY Mellon, London Branch on a tri party settlement basis as at 30 June 2018. 100% of cash collateral is maintained in a segregated account with the custodian. 100% of non-cash collateral is maintained in pooled accounts. Portfolio Swaps OTC derivative transactions are entered into by the sub-funds under an International Swaps and Derivatives Associations, Inc. Master Agreement (‘‘ISDA Master Agreement’’) or similar agreement. An ISDA Master Agreement is a bilateral agreement between the sub-funds and a counterparty that governs OTC derivative transactions (including total return swaps and portfolio swaps) entered into by the parties. All OTC derivative transactions entered under an ISDA Master agreement are netted together for collateral purposes therefore any collateral disclosures provided below/elsewhere in the report are in respect of all OTC derivative transactions entered into by the sub-funds under the ISDA Master agreement, not just portfolio swaps. The collateral figures provided on the next page relate to collateral held to support specific SFTRs, other cash held at brokers to support SFTRs, and other derivative transactions held at brokers where SFTRs are transacted. The following table details the value of portfolio swaps as a proportion of the sub-fund’s net asset value, as at 30 June 2018:

Portfolio swaps% of net assets

Man GLG European Alpha Alternative 1.83%Man GLG Alpha Select Alternative 1.00%Man GLG European Equity Alternative 0.43%Man AHL Multi Strategy Alternative 0.99%Man AHL TargetRisk 0.33%Man GLG European Mid-Cap Equity Alternative 3.79%Man Numeric Market Neutral Alternative 0.03%Man GLG Unconstrained Emerging Equity 1.07%Man GLG Innovation Equity Alternative (0.29%)Man NewSmith UK Equity Alternative 0.59%Man Alternative Style Risk Premia 2.07%


228

Portfolio Swaps (continued)

CounterpartyCounterparty's country of establishment

Portfolio SwapMarket value

Man GLG European Alpha Alternative €Credit Suisse Securities Europe Limited United Kingdom 563,902 Goldman Sachs International United Kingdom 307,634 JP Morgan Securities Plc United Kingdom 172,670 Morgan Stanley & Co. International Plc United Kingdom 4,223

Man GLG Alpha Select Alternative £Credit Suisse Securities Europe Limited United Kingdom 1,415,660 Goldman Sachs International United Kingdom (398,484)JP Morgan Securities Plc United Kingdom 5,218,811

Man GLG European Equity Alternative €Bank of America Merrill Lynch United Kingdom 50,060 Bank of New York Mellon United Kingdom 146,130 Bank of Nova Scotia United Kingdom 339,604 Citibank N.A. United Kingdom (999,766)Credit Suisse Securities Europe Limited United Kingdom (7,695,337)Goldman Sachs International United Kingdom 2,427,930 HSBC Bank Plc United Kingdom (603,732)JP Morgan Securities Plc United Kingdom 5,441,280 Macquerie Bank United Kingdom (447)Morgan Stanley & Co. International Plc United Kingdom 5,627,796 UBS AG United Kingdom 83,271

Man AHL Multi Strategy Alternative €Credit Suisse Securities Europe Limited United Kingdom 598,914 Goldman Sachs International United Kingdom (290,547)JP Morgan Securities Plc United Kingdom 22,939 Morgan Stanley & Co. International Plc United Kingdom 657,592

Man AHL TargetRisk US$JP Morgan Securities Plc United Kingdom 1,880,326

Man GLG European Mid-Cap Equity Alternative US$Bank of New York Mellon United Kingdom (89,069)Credit Suisse Securities Europe Limited United Kingdom 9,360,391 Goldman Sachs International United Kingdom 12,851,032 HSBC Bank Plc United Kingdom 2,632,639 Morgan Stanley & Co. International Plc United Kingdom (92,176)

Man Numeric Market Neutral Alternative €Morgan Stanley & Co. International Plc United Kingdom 58,889

Man GLG Unconstrained Emerging Equity US$Credit Suisse Securities Europe Limited United Kingdom (149,765)HSBC Bank Plc United Kingdom 5,697 Morgan Stanley & Co. International Plc United Kingdom 1,008,379

Man GLG Innovation Equity Alternative US$Credit Suisse Securities Europe Limited United Kingdom 435,797 Morgan Stanley & Co. International Plc United Kingdom (1,447,459)

Man NewSmith UK Equity Alternative £Credit Suisse Securities Europe Limited United Kingdom 645,871

Man Alternative Style Risk Premia US$Morgan Stanley & Co. International Plc United Kingdom 3,553,105

All portfolio swaps have an open maturity tenor as they are recallable or terminable on a daily basis.


229

Collateral The sub-funds engage in activity which may require collateral to be provided to a counterparty (‘‘collateral posted’’). Counterparty Currency Collateral posted Man GLG European Alpha Alternative €Bank of New York Mellon EUR (128,321)Credit Suisse Securities Europe Limited EUR (540,000)Goldman Sachs International EUR 22,969 JP Morgan Securities Plc EUR 50,000 Morgan Stanley & Co. International Plc EUR 302,415

Man GLG Alpha Select Alternative £Bank of America Merrill Lynch GBP 1,904 Bank of New York Mellon GBP 2,492 Credit Suisse AG Ireland GBP (563,473)Goldman Sachs International GBP 14,906,441 JP Morgan Securities Plc GBP 14,989,807 Morgan Stanley & Co. International Plc GBP 8,198

Man GLG European Equity Alternative €Bank of America Merrill Lynch EUR 14,187 Bank of New York Mellon EUR 9,998,069 Bank of Nova Scotia EUR (20,114)Credit Suisse Securities Europe Limited EUR 13,167,404 Deutsche Bank AG, London EUR 600,869 Goldman Sachs International EUR 38,769,382 HSBC Bank Plc EUR 21,089,847 JP Morgan Securities Plc EUR 32,827,315 Morgan Stanley & Co. International Plc EUR 6,502,206 Societe Generale EUR 120,000

Man GLG Global Equity Alternative €Bank of America Merrill Lynch EUR 5 Goldman Sachs International EUR 7 Morgan Stanley & Co. International Plc EUR 136,461

Man GLG European Mid-Cap Equity Alternative €Bank of New York Mellon EUR (120,475)Credit Suisse Securities Europe Limited EUR 24,149,629 Goldman Sachs International EUR 4,025,625 HSBC Bank Plc EUR 3,759,000 JP Morgan Securities Plc EUR 590,080 Morgan Stanley & Co. International Plc EUR 3,209,778

Man GLG Unconstrained Emerging Equity US$Bank of New York Mellon USD 23,888 Credit Suisse Securities Europe Limited USD 223,394 HSBC Bank Plc USD 150,164 Morgan Stanley & Co. International Plc USD 2,014,862

Man AHL Multi Strategy Alternative US$Bank of New York Mellon USD 1,436,204 Credit Suisse Securities Europe Limited USD (918,521)Deutsche Bank AG, London USD 421,662 Goldman Sachs International USD 2,887,148 HSBC Bank Plc USD 1,703,869 JP Morgan Securities Plc USD 340,482 Morgan Stanley & Co. International Plc USD 3,763,818 Royal Bank of Scotland USD 1,911,472


230

Collateral (continued) Counterparty Currency Collateral posted Man AHL TargetRisk US$Bank of New York Mellon USD (56,913)Credit Suisse Securities Europe Limited USD (604,009)Deutsche Bank AG, London USD 15,428 Goldman Sachs International USD 2,072,056 JP Morgan Securities Plc USD 3,100,447 Royal Bank of Scotland USD 569,360 Counterparty Currency Collateral posted Man GLG Global Emerging Markets Debt Total Return US$Bank of New York Mellon USD 12,606,967 Barclays Plc USD (3,030,000)Bank of America Merrill Lynch USD (1,900,000)Citibank N.A. USD (7,975,994)Credit Suisse Securities Europe Limited USD 35,867,162 Deutsche Bank AG, London USD (4,821,687)Goldman Sachs International USD (6,483,109)HSBC Bank Plc USD 4,730,000 JP Morgan Securities Plc USD (5,362,475)Nomura Holdings USD 826,255 UBS AG 717,863

Man GLG Innovation Equity Alternative US$Bank of New York Mellon USD 1,890,464 Morgan Stanley & Co. International Plc USD 7,579,202

Man NewSmith UK Equity Alternative £Bank of New York Mellon GBP (998,684)Credit Suisse Securities Europe Limited GBP (1,096,985)Goldman Sachs International GBP 74,477

Man Funds VI plc

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